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 ...
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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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Add this copy of Derivatives Pricing and Modeling to cart. $183.89, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2012 by Emerald Group Publishing Limited.
Add this copy of Derivatives Pricing and Modeling to cart. $221.74, new condition, Sold by Kennys.ie rated 4.0 out of 5 stars, ships from Galway, IRELAND, published 2012 by Emerald Group Publishing Limited.
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Seller's Description:
New. Highlights research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, and new products and market features. Editor(s): Batten, Jonathan; Wagner, Niklas. Series Editor(s): Thornton, Robert; Aronson, J. Richard. Series: Contemporary Studies in Economic & Financial Analysis. Num Pages: 450 pages, Illustrations. BIC Classification: KCX; KFCR. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 38. Weight in Grams: 771. 2012. Hardcover.....We ship daily from our Bookshop.
