Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models (English Edition)

G. Gregoriou, R. Pascalau

Palgrave Macmillan

2010

206 páginas

6h 52m

ISBN-13: 9780230295209

Português Brasileiro

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.