0
Your cart

Your cart is empty

Books > Business & Economics > Economics > Econometrics

Buy Now

Real-Estate Derivatives - From Econometrics to Financial Engineering (Hardcover) Loot Price: R2,843
Discovery Miles 28 430
Real-Estate Derivatives - From Econometrics to Financial Engineering (Hardcover): Radu S. Tunaru

Real-Estate Derivatives - From Econometrics to Financial Engineering (Hardcover)

Radu S. Tunaru

 (sign in to rate)
Loot Price R2,843 Discovery Miles 28 430 | Repayment Terms: R266 pm x 12*

Bookmark and Share

Expected to ship within 12 - 17 working days

This book brings together the latest concepts and models in real-estate derivatives, the new frontier in financial markets. The importance of real-estate derivatives in managing property price risk that has destabilized economies frequently over the last hundred years has been brought into the limelight by Robert Shiller. In spite of his masterful campaign for the introduction of real-estate derivatives, these financial instruments are still in a state of infancy. This book aims to provide a state-of-the-art overview of real-estate derivatives, covering the description of these financial products, their applications, and the most important models proposed in the literature. In order to facilitate a better understanding of the situations when these products can be successfully used, ancillary topics such as real-estate indices, mortgages, securitization, and equity release mortgages are also discussed. The book examines econometric aspects of real-estate index prices time series and financial engineering non-arbitrage principles governing the pricing of derivatives. The emphasis is on understanding the financial instruments through their mechanics and comparative description. The examples are based on real-world data from exchanges or from major investment banks or financial houses in London. The numerical analysis is easily replicable with Excel and Matlab.

General

Imprint: Oxford UniversityPress
Country of origin: United Kingdom
Release date: April 2017
Authors: Radu S. Tunaru
Dimensions: 240 x 163 x 25mm (L x W x T)
Format: Hardcover
Pages: 276
ISBN-13: 978-0-19-874292-0
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > Property & real estate
Books > Money & Finance > Property & real estate
Promotions
LSN: 0-19-874292-4
Barcode: 9780198742920

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

The South African Informal Sector…
Frederick Fourie Paperback R116 R108 Discovery Miles 1 080
Essential Mathematics for Economics and…
T. Bradley Paperback R1,786 Discovery Miles 17 860
Basic mathematics for economics students…
Derek Yu Paperback R383 Discovery Miles 3 830
Introductory Econometrics - A Modern…
Jeffrey Wooldridge Hardcover R1,396 R1,300 Discovery Miles 13 000
Operations and Supply Chain Management
James Evans, David Collier Hardcover R1,427 R1,327 Discovery Miles 13 270
Operations And Supply Chain Management
David Collier, James Evans Hardcover R1,451 R1,347 Discovery Miles 13 470
E.Europe Russia & C Asia 2001
Europa Publications Hardcover R10,905 Discovery Miles 109 050
Statistics for Business and Economics…
Paul Newbold, William Carlson, … Paperback R2,629 Discovery Miles 26 290
Panel Data Econometrics
Manuel Arellano Hardcover R4,844 Discovery Miles 48 440
Tax Policy and Uncertainty - Modelling…
Christopher Ball, John Creedy, … Hardcover R2,846 Discovery Miles 28 460
Advanced Introduction to Spatial…
Daniel A. Griffith, Bin Li Paperback R698 Discovery Miles 6 980
Basic mathematics for economics students…
D. Yu Paperback R383 Discovery Miles 3 830

See more

Partners