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Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
Engelsk
Bogcover for Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models af , 9781349328925
Specifikationer
Sprog:
Engelsk
Sider:
206
ISBN-13:
9781349328925
Indbinding:
Paperback
ISBN-10:
1349328928
Udg. Dato:
1 jan 2011
Størrelse i cm:
21,6 x 14,0
Oplagsdato:
1 jan 2011
Paperback 2011
Format:

Bog beskrivelse
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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Specifikationer
Sprog:
Engelsk
Sider:
206
ISBN-13:
9781349328925
Indbinding:
Paperback
ISBN-10:
1349328928
Udg. Dato:
1 jan 2011
Størrelse i cm:
21,6 x 14,0
Oplagsdato:
1 jan 2011
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