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

by Greg N. Gregoriou

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Book 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.

Format:Paperback

Language:English

ISBN:1349328928

ISBN13:9781349328925

Release Date:January 2011

Publisher:Palgrave MacMillan

Length:206 Pages

Weight:0.60 lbs.

Dimensions:0.5" x 5.5" x 8.5"

Related Subjects

Business Business & Investing Economics

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

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