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

Category:

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.

Reviews

There are no reviews yet.

Be the first to review “Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models”

Your email address will not be published. Required fields are marked *

This page contains affiliate links and we may earn a commission if you buy a product through our links. As an Amazon associate I earn from qualifying purchases. Read Disclaimer here.