Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models by Greg N Gregoriou
English | 1 Jan. 2011 | ISBN: 0230283632 | 232 Pages | PDF | 2.93 MB
This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, the book considers new models for hedge funds and derivatives of derivatives,