Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
| Author | : G. Gregoriou |
| Publisher | : Springer |
| Total Pages | : 229 |
| Release | : 2015-12-26 |
| ISBN-10 | : 9780230295209 |
| ISBN-13 | : 0230295207 |
| Rating | : 4/5 (207 Downloads) |
Book Synopsis Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models by : G. Gregoriou
Download or read book Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models written by G. Gregoriou and published by Springer. This book was released on 2015-12-26 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.