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

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Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780230283633
Condition
New
Product Description

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.

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