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

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 theore...

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Bibliographic Details

Corporate Author:	SpringerLink (Online service)
Other Authors:	Gregoriou, Greg N. (Editor), Pascalau, Razvan (Editor)
Format:	eBook
Language:	English
Published:	London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2011.
Subjects:	Economics. Accounting/Auditing. Business Finance. Business Mathematics. Econometrics. Investments and Securities. Management. Accounting. Bookkeeping. Business enterprises > Finance. Business mathematics. Investment banking. Securities. Electronic books.
Online Access:	Connect to the full text of this electronic book