Description: Financial Econometrics Modeling : Derivatives Pricing, Hedge Funds and Term Structure Models, Hardcover by Gregoriou, Greg N. (EDT); Pascalau, Razvan (EDT), ISBN 0230283632, ISBN-13 9780230283633, Like New Used, Free shipping in the US This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, th considers new models for hedge funds and derivatives of derivatives, shows how to use option prices to infer about risk-averse probability distributions and adds to the literature of testing for the efficiency of markets both theoretically and empirically. The empirical applications concern examples to both developed and emerging financial markets. In addition, th proposes a new general efficient framework for pricing options using time integration schemes and highlights nonlinear financial integration modeling, Finally, th provides a macroeconomic interpretation of the curvature using latent factors of the term structure.
Price: 63.87 USD
Location: Jessup, Maryland
End Time: 2024-12-17T00:16:46.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Return policy details:
Book Title: Financial Econometrics Modeling : Derivatives Pricing, Hedge Fund
Number of Pages: Xxiii, 206 Pages
Language: English
Publication Name: Financial Econometrics Modeling : Derivatives Pricing, Hedge Funds and Term Structure Models
Publisher: Palgrave Macmillan The Limited
Publication Year: 2010
Subject: Finance / Financial Risk Management, Finance / General, Accounting / General, Econometrics, Business Mathematics
Item Height: 0.8 in
Type: Textbook
Item Weight: 14.8 Oz
Author: Razvan Pascalau
Item Length: 8.8 in
Subject Area: Business & Economics
Item Width: 5.7 in
Format: Hardcover
