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

• Author(s): G. Gregoriou, R. Pascalau,
• Publisher: Springer
• Pages: 206
• ISBN_10: 0230295207
  ISBN_13: 9780230295209
  
• Language: en
• Categories: Business & Economics / Econometrics , Business & Economics / Business Mathematics , Business & Economics / Accounting / Managerial , Business & Economics / Corporate Finance / General , Business & Economics / Investments & Securities / General , Business & Economics / Management , Business & Economics / General , Business & Economics / Accounting / General ,

Description:... 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.