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Financial Econometrics Modeling : Derivatives Pricing, Hedge Funds and Term Structure Models
by G. Gregoriou and R. Pascalau
Other Available Formats
Overview
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.
This item is Non-Returnable
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Details
- ISBN-13: 9780230283633
- ISBN-10: 0230283632
- Publisher: Palgrave MacMillan
- Publish Date: November 2010
- Dimensions: 8.6 x 5.7 x 0.8 inches
- Shipping Weight: 0.79 pounds
- Page Count: 206
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