Financial Econometrics, Mathematics and Statistics

Cheng-Few Lee (), Hong-Yi Chen () and John Lee ()
Additional contact information
Cheng-Few Lee: Rutgers University, Department of Finance and Economics Rutgers Business School
Hong-Yi Chen: National Chengchi University, Department of Finance
John Lee: Center for PBBEF Research

in Springer Books from Springer

Date: 2019
ISBN: 978-1-4939-9429-8
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Chapters in this book:

Ch Chapter 1 Introduction to Financial Econometrics, Mathematics, and Statistics

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 10 Time Series: Analysis, Model, and Forecasting

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 11 Hedge Ratio and Time-Series Analysis

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 12 The Binomial, Multinomial Distributions, and Option Pricing Model

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 13 Two Alternative Binomial Option Pricing Model Approaches to Derive Black–Scholes Option Pricing Model

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 14 Normal, Lognormal Distribution, and Option Pricing Model

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 15 Copula, Correlated Defaults, and Credit VaR

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 16 Multivariate Analysis: Discriminant Analysis and Factor Analysis

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 17 Stochastic Volatility Option Pricing Models

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 18 Alternative Methods to Estimate Implied Variance: Review and Comparison

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 19 Numerical Valuation of Asian Options with Higher Moments in the Underlying Distribution

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 2 Multiple Linear Regression

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 20 Itô’s Calculus: Derivation of the Black–Scholes Option Pricing Model

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 21 Alternative Methods to Derive Option Pricing Models

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 22 Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 23 Option Pricing and Hedging Performance Under Stochastic Volatility and Stochastic Interest Rates

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 24 Nonparametric Method for European Option Bounds

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 3 Other Topics in Applied Regression Analysis

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 4 Simultaneous Equation Models

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 5 Econometric Approach to Financial Analysis, Planning, and Forecasting

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 6 Fixed Effects Versus Random Effects in Finance Research

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 7 Alternative Methods to Deal with Measurement Error

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 8 Three Alternative Methods in Testing Capital Asset Pricing Model

Cheng-Few Lee, Hong-Yi Chen and John Lee

Ch Chapter 9 Spurious Regression and Data Mining in Conditional Asset Pricing Models

Cheng-Few Lee, Hong-Yi Chen and John Lee

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DOI: 10.1007/978-1-4939-9429-8

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