Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

ISBN 10: 0230283632 / ISBN 13: 9780230283633

Editore: Palgrave Macmillan, 2010

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Titolo: Financial Econometrics Modeling: Derivatives...

Casa editrice: Palgrave Macmillan

Data di pubblicazione: 2010

Legatura: Rilegato

Condizione: New

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Riassunto:

This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically.

Informazioni sull?autore:

TOM ARNOLD Associate Professor at the Robins School of Business at the University of Richmond, USAMUDDUN BHURUTH Professor of Computational Mathematics in the Department of Mathematics at the University of MauritiusRAVINDRA BOOJHAWON Senior Lecturer in the Department of Mathematics at the University of MauritiusRAPHAELE CHAPPEADAM CLEMENTS Queensland University of Technology, USATIMOTHY FALCON CRACK Chair in Finance at Otago University, New ZealandCAROLYN V. CURRIE member of the Association of Certified Practising Accountants, the Chartered Secretaries Association, and a Fellow of Finsia, a merger of the Australian Institute of Banking and Finance and the Securities Institute, AustraliaASHVIN GOPAUL Associate Professor of Mathematics in the Department of Mathematics at the University of MauritiusSAM HAKIM adjunct professor of Finance at Pepperdine University in Malibu, California, USAANDREW HUGHES HALLETT Professor of Economics and Public Policy in the School of Public Policy at George Mason University, USACHIH-YING HSIAO Research Associate on the project 'Assessing and Estimating Credit Risk' at University of Technology Sydney, AustraliaA. STAN HURN Professor in the School of Economics and Finance at Queensland University of Technology, AustraliaKENNETH LINDSAY Professor of Applied Mathematics at the Department of Mathematics at the University of Glasgow, UKMATTEO MODENA PhD student in Economics at the University of Glasgow, UKSIMON NEAVE Professor and Chair of the Department of Economics, American University of Beirut, LebanonCHRISTIAN RICHTER Senior Lecturer in Economics at the School of Economics, Kingston University, UKADAM SCHWARTZ Associate Professor at the Williams School of Commerce, Economics, and Politics at Washington and Lee University, USAWILLI SEMMLER Professor at the Department of Economics at The New School, New York, USAYANNICK DESIRE TANGMAN PhD student in Mathematics at the University of MauritiusCHRISTIAN THOMANN Senior Research Fellow at the Center for Risk and Insurance at the Leibniz University in Hannover, Germany