Derivatives Pricing and Modeling (Hardcover, New)

This edited volume will highlight recent research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. The book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, new products and market features. Particular themes encompass: - continuous and discrete time modeling, - statistical arbitrage models, - arbitrage-free pricing, risk-neutral implied densities, - equilibrium pricing approaches (including e.g. co-integration), - applications of methods in computational statistics including simulation, - computationally intense techniques for pricing, estimation and backtesting, - complex derivative products, - credit and counterparty risk, - innovative market and product structures.

General

Imprint:	Emerald Publishing Limited
Country of origin:	United Kingdom
Series:	Contemporary Studies in Economic and Financial Analysis
Release date:	July 2012
First published:	2012
Editors:	Jonathan Batten • Niklas F. Wagner
Series editors:	Robert Thornton • J.Richard Aronson
Dimensions:	234 x 156 x 38mm (L x W x T)
Format:	Hardcover
Pages:	450
Edition:	New
ISBN-13:	978-1-78052-616-4
Categories:	Books > Business & Economics > Economics > Financial crises & disasters Books > Business & Economics > Finance & accounting > Accounting > Financial reporting, financial statements
LSN:	1-78052-616-4
Barcode:	9781780526164

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!