Click Here to Download: https://ouo.io/fvfL7St Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models By: G. Gregoriou Publisher: Palgrave Macmillan Print ISBN: 9780230283633, 0230283632 eText ISBN: 9780230295209, 0230295207 Copyright year: 2011 Format: PDF Available from $ 129.00 USD SKU 9780230295209 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.
