(Mobile ebook) Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models






#3983540 in eBooks 2010-11-30 2010-11-30File Name: B009ABYN76

About the AuthorTOM ARNOLD Associate Professor at the Robins School of Business at the University of Richmond, USA MUDDUN BHURUTH Professor of Computational Mathematics in the Department of Mathematics at the University of Mauritius RAVINDRA BOOJHAWON Senior Lecturer in the Department of MathematicThis 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.


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