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Real-Estate Derivatives – From Econometrics to Financial Engineering - Oxford Scholarship Online
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Real-Estate Derivatives: From Econometrics to Financial Engineering

Radu S. Tunaru

Abstract

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 in the last hundred years has been brought into the limelight by Robert Shiller over the last three decades. 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 at this moment in time, ... More

Keywords: Real-estate indices, real-estate derivatives, pricing models, arbitrage opportunities, equity release mortgages

Bibliographic Information

Print publication date: 2017 Print ISBN-13: 9780198742920
Published to Oxford Scholarship Online: May 2017 DOI:10.1093/oso/9780198742920.001.0001

Authors

Affiliations are at time of print publication.

Radu S. Tunaru, author
Director of CEQUFIN, Kent Business School, University of Kent