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

Beschreibung

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.

Autor*in

G. Gregoriou

Themen in »Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models«

derivatives econometrics efficiency Option Prices Options probability volatility investments and securities

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