| Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models 2011 Edition Contributor(s): Gregoriou, G. (Editor), Pascalau, R. (Editor) |
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ISBN: 1349328928 ISBN-13: 9781349328925 Publisher: Palgrave MacMillan OUR PRICE: $52.24 Product Type: Paperback - Other Formats Published: January 2011 |
| Additional Information |
| BISAC Categories: - Business & Economics | Finance - General - Business & Economics | Econometrics - Business & Economics | Investments & Securities - General |
| Dewey: 332.015 |
| Physical Information: 0.49" H x 5.5" W x 8.5" (0.60 lbs) 206 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |