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 ...
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Hidden Markov Models in Finance
A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems ...
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Innovations in Macroeconomics
Modern macroeconomics suffers from an unclear link between short-term Keynesian analysis and long-term growth modelling. ...
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Innovations in Macroeconomics
Modern macroeconomics suffers from an unclear link between short-term Keynesian analysis and long-term growth modelling. ...
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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 ...
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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 ...
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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 ...
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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 ...
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