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

Business & Finance, Economics, Econometrics, Accounting, Management
Cover of the book Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models by , Palgrave Macmillan UK
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Author: ISBN: 9780230295209
Publisher: Palgrave Macmillan UK Publication: November 30, 2010
Imprint: Palgrave Macmillan Language: English
Author:
ISBN: 9780230295209
Publisher: Palgrave Macmillan UK
Publication: November 30, 2010
Imprint: Palgrave Macmillan
Language: English

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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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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