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Thursday, July 11, 2013

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models - Free Ebook Download

Book Detail

Author/Editor(s): Greg N. Gregoriou, Razvan Pascalau
Publication Date: January 4, 2011
ISBN-10: 0230283632
ISBN-13: 978-0230283633
Language: English
Edition: n/a
Publisher: Palgrave Macmillan
Size: 2.53 MB
Format: pdf

Book Description

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models 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.

About the Author

Greg 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.
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Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models - Free Ebook Download
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models - Free Ebook Download
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models - Free Ebook Download
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models - Free Ebook Download

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