Financial Econometrics Modeling (Innbundet)

Derivatives Pricing, Hedge Funds and Term Structure Models

Legg i ønskeliste

Innbinding: Innbundet
Utgivelsesår: 2010
Antall sider: 229
Forlag: Palgrave Macmillan
Språk: Engelsk
ISBN/EAN: 9780230283633
Kategori: Økonomi og ledelse
Omtale: Financial Econometrics Modeling
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.

Til toppen