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

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

Paperback

EconomicsInvesting & Finance

ISBN10: 1349328928
ISBN13: 9781349328925
Publisher: Palgrave
Published: Jan 1 2011
Pages: 206
Weight: 0.60
Height: 0.49 Width: 5.50 Depth: 8.50
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.

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