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Pascalau, Razvan

Libros de: Pascalau, Razvan

Mostrando 2 libros encontrados. (1 páginas).

  • Financial Econometrics Modeling "Derivatives Pricing, Hedge Funds And Term Structure Models"

    Financial Econometrics Modeling "Derivatives Pricing, Hedge Funds And Term Structure Models"
     Derivatives Pricing, Hedge Funds And Term Structure Models

    Gregoriou, Greg N. Pascalau, Razvan

    Palgrave (2010)

    valoración

    • EAN: 9780230283633
    • Páginas: 304
    • Fecha de edición: 2010

    pvp.87,85 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, the book considers new models for hedge funds and derivatives of derivatives, shows how ...

  • Nonlinear Financial Econometrics "Markov Switching Models, Persistence And Nonlinear Cointegration"

    Nonlinear Financial Econometrics "Markov Switching Models, Persistence And Nonlinear Cointegration"
     Markov Switching Models, Persistence And Nonlinear Cointegration

    Gregoriou, Greg N. Pascalau, Razvan

    Palgrave (2010)

    valoración

    • EAN: 9780230283640
    • Páginas: 304
    • Fecha de edición: 2010

    pvp.87,85 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    This book proposes new methods to value equity and model the Markowitz efficient frontier using Markov switching models. In particular, the book proposes that there are substantial differences between 'bull' and 'bear' market efficient portfolios ...