ISBN 13 : 978-0-230-28363-3

Sommaire : Contributors : Willi Semmler, Raphaële Chappe, Tom Arnold, Timothy Falcon Crack , Adam Schwartz, Carolyn V.Currie, Muddun Bhuruth, Ravindra Boojhawon, Ashvin Gopaul ,Yannick Desire Tangman, Christian Thomann , Mohamed El-Hedi Arouri, Fredj Jawadi , Matteo Modena, Andrew Hughes Hallett, Christian Richter, Chih-Ying Hsiao, Sam Hakim, Simon Neaime


PART I: Derivatives pricing and hedge funds

The Operation of Hedge Funds - Econometric Evidence, Dynamic Modeling and Regulatory Tasks
Inferring Risk-Averse Probability Distributions from Option Prices using Implied Binomial Trees
Pricing the Derivatives of Derivatives using Toxic Assets as an Example
A General Efficient Framework For Pricing Options Using Exponential Time Integration Schemes GARCH
Essays in Nonlinear Financial Integration Modeling: The Philippine Stock Market Case

PART II: Term structure models

Latent Factors of the Term Structure: a Macroeconomic Interpretation of Curvature
The Econometrics of Testing for Efficiency in the Financial Markets
Interest Rate Models: Continuous and Discrete Time
Does the Expectations Hypothesis Hold in Emerging Markets? An Application to the Middle East Treasury Securities

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque