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£69.25

Oxford University Press Real-Estate Derivatives: From Econometrics to Financial Engineering

Name: Real-Estate Derivatives: From Econometrics to Financial Engineering
Brand: Oxford University Press
Price: 69.25 GBP
Availability: InStock

Econometrics

About as cheap as it gets. The only time it was cheaper was 9 months ago.

£69 today · all-time low £67 (Aug 2025) · usually the usual

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Description

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.

Product Specifications

Brand: Oxford University Press
Format: hardcover
ASIN: 0198742924
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 13 April 2017
Listed Since: 11 September 2016

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Oxford University Press Real-Estate Derivatives: From Econometrics to Financial Engineering

About as cheap as it gets. The only time it was cheaper was 9 months ago.

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