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Item Details
Title:
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FINANCIAL ECONOMETRICS MODELING: DERIVATIVES PRICING, HEDGE FUNDS AND TERM STRUCTURE MODELS
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By: |
Greg N. Gregoriou (Editor), Razvan Pascalau (Editor) |
Format: |
Paperback |
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List price:
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£44.99 |
Our price: |
£39.37 |
Discount: |
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You save:
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£5.62 |
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ISBN 10: |
1349328928 |
ISBN 13: |
9781349328925 |
Availability: |
Usually dispatched within 1-3 weeks.
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Stock: |
Currently 0 available |
Publisher: |
PALGRAVE MACMILLAN |
Pub. date: |
1 January, 2011 |
Edition: |
1st ed. 2011 |
Pages: |
206 |
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. |
Synopsis: |
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. |
Illustrations: |
XXIII, 206 p. |
Publication: |
UK |
Imprint: |
Palgrave Macmillan |
Returns: |
Returnable |
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