Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
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Published By Palgrave Macmillan UK

9781349328925, 9780230295209

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

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

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

10.1057/9780230295209_7 ◽

2011 ◽

pp. 121-146

Author(s):

Matteo Modena

Keyword(s):

Yield Curve ◽

Latent Factors ◽

Real Activity ◽

Macroeconomic Analysis

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

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

10.1057/9780230295209_4 ◽

2011 ◽

pp. 70-89 ◽

Cited By ~ 1

Author(s):

Yannick Desire Tangman ◽

Ravindra Boojhawon ◽

Ashvin Gopaul ◽

Muddun Bhuruth

Keyword(s):

Time Integration ◽

Exponential Time ◽

Pricing Options ◽

Integration Schemes ◽

Time Integration Schemes ◽

Exponential Time Integration

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Pricing Toxic Assets

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

10.1057/9780230295209_3 ◽

2011 ◽

pp. 53-69

Author(s):

Carolyn V. Currie

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

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

10.1057/9780230295209_1 ◽

2011 ◽

pp. 3-34

Author(s):

Willi Semmler ◽

Raphaële Chappe

Keyword(s):

Dynamic Modeling ◽

Hedge Funds ◽

Econometric Evidence

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

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

10.1057/9780230295209_2 ◽

2011 ◽

pp. 35-52 ◽

Cited By ~ 2

Author(s):

Tom Arnold ◽

Timothy Falcon Crack ◽

Adam Schwartz

Keyword(s):

Probability Distributions ◽

Risk Averse ◽

Option Prices ◽

Binomial Trees

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Unconditional Mean, Volatility, and the FOURIER-GARCH Representation

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

10.1057/9780230295209_5 ◽

2011 ◽

pp. 90-106

Author(s):

Razvan Pascalau ◽

Christian Thomann ◽

Greg N. Gregoriou

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

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

10.1057/9780230295209_8 ◽

2011 ◽

pp. 147-162

Author(s):

Andrew Hughes Hallett ◽

Christian Richter

Keyword(s):

Term Structure ◽

Capital Markets ◽

The Uk

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Continuous and Discrete Time Modeling of Short-Term Interest Rates

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

10.1057/9780230295209_9 ◽

2011 ◽

pp. 163-187

Author(s):

Chih-Ying Hsiao ◽

Willi Semmler

Keyword(s):

Interest Rates ◽

Discrete Time ◽

Short Term ◽

Time Modeling ◽

Discrete Time Modeling

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

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

10.1057/9780230295209_6 ◽

2011 ◽

pp. 107-118

Author(s):

Mohamed El-Hedi Arouri ◽

Fredj Jawadi

Keyword(s):

Stock Market ◽

Financial Integration

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Testing the Expectations Hypothesis in the Emerging Markets of the Middle East: An Application to Egyptian and Lebanese Treasury Securities

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

10.1057/9780230295209_10 ◽

2011 ◽

pp. 188-202

Author(s):

Sam Hakim ◽

Simon Neaime

Keyword(s):

Middle East ◽

Emerging Markets ◽

Expectations Hypothesis ◽

Treasury Securities

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

TOTAL DOCUMENTS

H-INDEX

Published By Palgrave Macmillan UK

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

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

Pricing Toxic Assets

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

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

Unconditional Mean, Volatility, and the FOURIER-GARCH Representation

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

Continuous and Discrete Time Modeling of Short-Term Interest Rates

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

Testing the Expectations Hypothesis in the Emerging Markets of the Middle East: An Application to Egyptian and Lebanese Treasury Securities

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