Financial Econometrics Modeling Derivatives Pricing Hedge Funds And Term Structure Models
Download and Read Financial Econometrics Modeling Derivatives Pricing Hedge Funds And Term Structure Models full books in PDF, ePUB, and Kindle. Read online free Financial Econometrics Modeling Derivatives Pricing Hedge Funds And Term Structure Models ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
Author | : G. Gregoriou |
Publisher | : Springer |
Total Pages | : 229 |
Release | : 2015-12-26 |
Genre | : Business & Economics |
ISBN | : 0230295207 |
Download Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models Book in PDF, Epub and Kindle
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.
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models Related Books
Language: en
Pages: 229
Pages: 229
Type: BOOK - Published: 2015-12-26 - Publisher: Springer
This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it consider
Language: en
Pages: 171
Pages: 171
Type: BOOK - Published: 2010 - Publisher: Now Publishers Inc
Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to val
Language: en
Pages: 722
Pages: 722
Type: BOOK - Published: 2007-05-23 - Publisher: John Wiley & Sons
Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibri
Language: en
Pages: 655
Pages: 655
Type: BOOK - Published: 2019-06-03 - Publisher: Springer
This rigorous textbook introduces graduate students to the principles of econometrics and statistics with a focus on methods and applications in financial resea
Language: en
Pages: 541
Pages: 541
Type: BOOK - Published: 2008-07-10 - Publisher: Springer Science & Business Media
This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial de