Financial Econometrics Modeling Derivatives Pricing, Hedge Funds and Term Struct

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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.


Editorial ReviewsAbout the AuthorGREG N. GREGORIOU is Professor of Finance at State University of New York (Plattsburgh), USA. He has published 41 books, over 60 refereed publications and 22 book chapters. He obtained his joint Ph.D. in Finance at the University of Quebec at Montreal.

RAZVAN PASCALAU is assistant professor of Economics at State Uiversity of New York (Plattsburgh), USA. He graduated with a PhD in Economics and MSc in Finance from the University of Alabama. His primary field of interest is Applied Time Series Econometrics.
Product Details

• Hardcover: 304 pages
• Publisher: Palgrave Macmillan (January 15, 2011)
• Language: English
• ISBN-10: 0230283632
• ISBN-13: 978-0230283633
  

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关键词：econometrics Econometric derivatives hedge fund Derivative literature University efficiency hypothesis particular

抱歉，重复了：https://bbs.pinggu.org/thread-1049579-1-1.html

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