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.
| ISBN-13: | 9780230283633 |
| ISBN-10: | 0230283632 |
| Publisher: | Palgrave Macmillan UK |
| Publication date: | 2010-11-30 |
| Edition description: | 2011 |
| Pages: | 206 |
| Product dimensions: | Height: 9 Inches, Length: 6 Inches, Weight: 0.9259415004 Pounds, Width: 1 Inches |
| Author: | G. Gregoriou, R. Pascalau |
| Language: | en |
| Binding: | Hardcover |
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