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
Forlag
Palgrave Macmillan
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.