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N/A - Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models - 9780230283633 - V9780230283633
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Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

€ 62.34
FREE Delivery in Ireland
Description for Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models Hardcover. 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. Editor(s): Gregoriou, Greg N.; Pascalau, Razvan. Num Pages: 229 pages, biography. BIC Classification: KCH; KFF. Category: (P) Professional & Vocational. Dimension: 225 x 148 x 20. Weight in Grams: 392.
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.

Product Details

Format
Hardback
Publication date
2011
Publisher
Palgrave Macmillan
Number of pages
232
Condition
New
Number of Pages
206
Place of Publication
Basingstoke, United Kingdom
ISBN
9780230283633
SKU
V9780230283633
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About N/A
TOM ARNOLD Associate Professor at the Robins School of Business at the University of Richmond, USA MUDDUN BHURUTH Professor of Computational Mathematics in the Department of Mathematics at the University of Mauritius RAVINDRA BOOJHAWON Senior Lecturer in the Department of Mathematics at the University of Mauritius RAPHAELE CHAPPEADAM CLEMENTS Queensland University of Technology, USA TIMOTHY FALCON CRACK Chair in Finance ... Read more

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