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Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models (Paperback, 1st ed. 2011) Loot Price: R1,565
Discovery Miles 15 650
Repayment Terms: R147 pm x 12*
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Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models (Paperback, 1st ed. 2011): G....

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models (Paperback, 1st ed. 2011)

G. Gregoriou, R. Pascalau

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Loot Price R1,565 Discovery Miles 15 650 | Repayment Terms: R147 pm x 12*

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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.

General

Imprint: Palgrave Macmillan
Country of origin: United Kingdom
Release date: 2011
First published: 2011
Editors: G. Gregoriou • R. Pascalau
Dimensions: 216 x 140mm (L x W)
Format: Paperback
Pages: 206
Edition: 1st ed. 2011
ISBN-13: 978-1-349-32892-5
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Business & Economics > Finance & accounting > Finance > Corporate finance
Books > Business & Economics > Business & management > Management & management techniques > General
Books > Business & Economics > Business & management > Business mathematics & systems > General
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Corporate finance
Books > Money & Finance > Investment & securities > General
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LSN: 1-349-32892-8
Barcode: 9781349328925

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