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Financial Econometrics Modeling Derivatives Pricing Hedge Funds And Term Structure Models Greg N Gregoriou

  • SKU: BELL-2092170
Financial Econometrics Modeling Derivatives Pricing Hedge Funds And Term Structure Models Greg N Gregoriou
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Financial Econometrics Modeling Derivatives Pricing Hedge Funds And Term Structure Models Greg N Gregoriou instant download after payment.

Publisher: Palgrave Macmillan
File Extension: PDF
File size: 2.93 MB
Pages: 206
Author: Greg N. Gregoriou, Razvan Pascalau
ISBN: 0230283632
Language: English
Year: 2011

Product desciption

Financial Econometrics Modeling Derivatives Pricing Hedge Funds And Term Structure Models Greg N Gregoriou by Greg N. Gregoriou, Razvan Pascalau 0230283632 instant download after payment.

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.

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