Financial Econometrics Modeling: Derivat
β Greg N. Gregoriou, Razvan Pascalau (eds.)
π Library
π
2011
π Palgrave Macmillan UK
π English
β¦ LIBER β¦
π
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
β Scribed by Greg N. Gregoriou, Razvan Pascalau
- Publisher
- Palgrave Macmillan
- Year
- 2011
- Tongue
- English
- Leaves
- 231
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Synopsis
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.
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