Two Papers of Financial Engineering Relating to the Risk of the 2007--2008 Financial Crisis
This dissertation studies two financial engineering and econometrics problems relating to two facets of the 2007-2008 financial crisis. In the first part, we construct the Spatial Capital Asset Pricing Model and the Spatial Arbitrage Pricing Theory to characterize the risk premiums of futures contra...
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| Language: | English |
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2013
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| Online Access: | https://doi.org/10.7916/D8CC0XMG |