Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models [electronic resource] /
Gregoriou, G.editor.
Pascalau, R.editor.
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.
Description based upon print version of record.
Includes bibliographical references and index.
pt. 1. Derivatives pricing and hedge funds -- pt. 2. 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 theoretically and empirically.
Econometrics.
Business mathematics.
Accounting.
Bookkeeping .
Business enterprises—Finance.
Investment banking.
Securities.
Management.
Econometrics.
Business Mathematics.
Accounting/Auditing.
Business Finance.
Investments and Securities.
Management.