Dynamic Asset Allocation with Forwards and Futures
DYNAMIC ASSET ALLOCATION WITH FORWARD AND FUTURES is an advanced text on the theory of forward and futures markets which ...
Lee mas
Hidden Markov Models in Finance
A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems ...
Lee mas
Innovations in Macroeconomics
Modern macroeconomics suffers from an unclear link between short-term Keynesian analysis and long-term growth modelling. ...
Lee mas
Innovations in Macroeconomics
Modern macroeconomics suffers from an unclear link between short-term Keynesian analysis and long-term growth modelling. ...
Lee mas
Interest Rate Models - Theory and Practice
The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Lee mas
Interest Rate Models - Theory and Practice
The calibration discussion of the basic LIBOR market model has been enriched considerably, with an analysis of the impact ...
Lee mas
Saving and Investment in the Twenty-First Century The Great Divergence
The economy of the 21st century in the OECD countries and in China, is characterized by a new phenomenon: the structural ...
Lee mas
Term Structure Modeling and Estimation in a State Space Framework
It introduces the AMGM models and gives the exact form for the yields and their moment structures. … the book is well-presented ...
Lee mas
