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Financial Econometrics Modeling

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

2011

Hardback (01 Jan 2011)

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Publisher's 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.

About the Publisher

Palgrave Macmillan

From award-winning research which changes the world to textbooks and study guides which educate and inspire, we publish across the humanities, social sciences and business for academics, students, professionals and librarians worldwide.With offices in London and New York, and sales teams across 50 countries, we have a global reach and as part of Macmillan Science and Education, are proud to uphold an unbroken tradition of over 170 years of academic publishing.

Book information

ISBN: 9780230283633
Publisher: Palgrave Macmillan UK
Imprint: Palgrave Macmillan
Pub date:
Edition: 2011
DEWEY: 332.015195
DEWEY edition: 22
Language: English
Number of pages: 206
Weight: 392g
Height: 225mm
Width: 148mm
Spine width: 20mm