Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models (e-bog) af -
Pascalau, R. (redaktør)

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

436,85 DKK (inkl. moms 546,06 DKK)
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.
E-bog 436,85 DKK
Forfattere Pascalau, R. (redaktør)
Udgivet 26 december 2015
Genrer Econometrics and economic statistics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9780230295209
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.