Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
R. Pascalau, G. Gregoriou
E-bok
2015714 kr
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
E-bok
PDF, Engelska, 20101 408 kr
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Beskrivning
This book proposes new methods to build optimal portfolios and to analyze market liquidity and volatility under market microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it investigates the market microstructure of foreign exchange and futures markets.
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