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

edited by Greg N. Gregoriou, Razvan Pascalau

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

Year of publication:	2011
Other Persons:	Gregoriou, Greg N. (ed.) ; Pascalau, Razvan (ed.)
Publisher:	London : Palgrave Macmillan
Subject:	Derivat \| Derivative \| Zinsstruktur \| Yield curve \| Hedgefonds \| Hedge fund \| Optionspreistheorie \| Option pricing theory \| Finanzmarkt \| Financial market \| Ökonometrie \| Econometrics \| Finanzmarktökonometrie \| Financial econometrics

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