R. Pascalau – författare
Visar alla böcker från författaren R. Pascalau. Handla med fri frakt och snabb leverans.
9 produkter
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Inbunden, 2010
1128 kr
Lägg i varukorg
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 …
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
Inbunden, 2010
568 kr
Lägg i varukorg
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 …
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Inbunden, 2010
568 kr
Lägg i varukorg
This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
E-bok, 2015
803 kr
Lägg i varukorg
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 …
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
E-bok, 2010
803 kr
Lägg i varukorg
This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
E-bok, 2010
1596 kr
Lägg i varukorg
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 …
Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures
Häftad, 2011
1128 kr
Lägg i varukorg
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 …
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
Häftad, 2011
568 kr
Lägg i varukorg
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 …
Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models
Häftad, 2011
568 kr
Lägg i varukorg
This book investigates several competing forecasting models for interest rates, financial returns, and realized volatility, addresses the usefulness of nonlinear models for hedging purposes, and proposes new computational techniques to estimate financial processes.
