Financial Econometrics Modeling Derivatives Pricing Hedge Funds and Term Structure Models 1st Edition by Greg Gregoriou, Razvan Pascalau 0230283632 9780230283633

Financial Econometrics Modeling Derivatives Pricing Hedge Funds and Term Structure Models 1st Edition by Greg Gregoriou, Razvan Pascalau- Ebook PDF Instant Download/Delivery. 0230283632, 9780230283633

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Product details: 

ISBN 10: 0230283632

ISBN 13: 9780230283633

Author: Greg N. Gregoriou, Razvan Pascalau

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.

Financial Econometrics Modeling Derivatives Pricing Hedge Funds and Term Structure Models 1st Table of contents: 

Part I Derivatives Pricing and Hedge Funds

1 The Operation of Hedge Funds: Econometric Evidence, Dynamic Modeling, and Regulatory Perspectives

2 Inferring Risk-Averse Probability Distributions from Option Prices Using Implied Binomial Trees

3 Pricing Toxic Assets

4 A General Efficient Framework for Pricing Options Using Exponential Time Integration Schemes

5 Unconditional Mean, Volatility, and the FOURIER–GARCH Representation

6 Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case

Part II Term Structure Models

7 A Macroeconomic Analysis of the Latent Factors of the Yield Curve: Curvature and Real Activity

8 On the Efficiency of Capital Markets: An Analysis of the Short End of the UK Term Structure

9 Continuous and Discrete Time Modeling of Short-Term Interest Rates

10 Testing the Expectations Hypothesis in the Emerging Markets of the Middle East: An Application to

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