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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

Hardcover

EconomicsInvesting & Finance

ISBN10: 0230283632
ISBN13: 9780230283633
Publisher: Springer Nature
Published: Nov 30 2010
Pages: 206
Weight: 0.79
Height: 0.80 Width: 5.70 Depth: 8.60
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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