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

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Synopsis
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.
Copyright:
2011

Book Details

Book Quality:
Publisher Quality
ISBN-13:
9780230283633
Publisher:
Palgrave Macmillan
Date of Addition:
Copyrighted By:
Springer
Adult content:
No
Language:
English
Has Image Descriptions:
No
Categories:
Nonfiction, Business and Finance, Mathematics and Statistics
Submitted By:
Bookshare Staff
Usage Restrictions:
This is a copyrighted book.

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