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

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

Name: Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
Rating: 5.0 (4 reviews)
ISBN: 9780230283633

Greg N. Gregoriou, Razvan Pascalau

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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.

Request Code : ZLIB.IO17700804

Categories:

Year:

2022

Publisher:

Palgrave Macmillan

Language:

English

ISBN 10:

0230283632

ISBN 13:

9780230283633