Portfolio
Fabrice has co-authored or co-edited the following books:
Option Pricing Models and Volatility Using
Excel/VBA + CD-ROM
2007, John Wiley & Sons.
F. Rouah and G. Vainberg.
Erratum for Option Pricing Models and Volatility Using Excel/VBA
We did our best to ensure that all equations in the book are correct, but as with any technical book, errors are bound to slip into the
manuscript. We apologize to our readers, and we encourage them to submit typos, comments, or questions via e-mail.
Hedge
Funds:
Insights in Performance Measurement, Risk Analysis and Portfolio
Allocation.
2005, John Wiley & Sons.
G.N. Gregoriou, G. Hubner, N. Papageorgiou, and F. Rouah (Eds.)
Commodity
Trading Advisors:
Risk, Performance Analysis and Selection.
2004, John Wiley & Sons.
G.N. Gregoriou, V.N. Karavas, F.-S. Lhabitant, and F. Rouah (Eds.)
Commodity
Trading Advisors:
Risk, Performance Analysis and Selection.
Our CTA book now available in Chinese!
2007, Shanghai University of Finance and Economics Press.
G.N. Gregoriou, V.N. Karavas, F.-S. Lhabitant, and F. Rouah (Eds.)
Hedge
Funds:
Strategies, Risk Assessment, and Returns.
2004, Beard Books.
G.N. Gregoriou, V.N. Karavas and F. Rouah (Eds.)
Performance
Evaluation of Hedge Funds.
2004, Beard Books.
G.N. Gregoriou, F. Rouah and K. Sedzro.
Correction for hedge fund books
Downloadable Presentations*:
Les fonds de couverture:
typologie
des risques encourus
Seminar on Alternative Investments
Celestar Capital Advisors, LLC
IXIS Corporate & Investment Bank
June 22, 2005 (in French)
Survival
and Mortality of Hedge Funds
Chicago Quantitative Alliance Meeting
September 14, 2005
* In PDF format. Requires
Adobe
Acrobat Reader,
if not already installed.
