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

Gregoriou, G.; Pascalau, R.

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2010-11-30

Format: Hardcover

ISBN-13: 9780230283633

DOI: 10.1057/9780230295209

Dimensions: 216cm x140cm

Pages: 206