Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models 1

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Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

G Gregoriou • R Pascalau

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206 sidor
2011

This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically.

Författare: G Gregoriou, R Pascalau
Illustratör: 206 p XXIII
Format: Pocket/Paperback
ISBN: 9781349328925
Språk: Engelska
Antal sidor: 206
Utgivningsdatum: 2011-01-01
Förlag: Palgrave Macmillan