Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
Business & Finance, Economics, Econometrics, Accounting, Management
| Author: | ISBN: | 9780230295209 | |
| Publisher: | Palgrave Macmillan UK | Publication: | November 30, 2010 |
| Imprint: | Palgrave Macmillan | Language: | English |
| Author: | |
| ISBN: | 9780230295209 |
| Publisher: | Palgrave Macmillan UK |
| Publication: | November 30, 2010 |
| Imprint: | Palgrave Macmillan |
| Language: | English |
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 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.
