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Books > Business & Economics > Economics > Financial crises & disasters
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Derivatives Pricing and Modeling (Hardcover, New)
Loot Price: R4,811
Discovery Miles 48 110
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Derivatives Pricing and Modeling (Hardcover, New)
Series: Contemporary Studies in Economic and Financial Analysis
Expected to ship within 12 - 19 working days
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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.
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