Derivative securities pricing and modelling

Derivative securities pricing and modelling [electronic resource] / edited by Jonathan A. Batten and Niklas Wagner. - Bingley, U.K. : Emerald, 2012. - 1 online resource (xi, 433 p.) : ill. - Contemporary studies in economic and financial analysis, v. 94 1569-3759 ; . - Emerald eBook Series - Business, Managment & Economics with title Volumes From 2011 to 2015 (405) (Recent Backlist) Contemporary studies in economic and financial analysis ; v. 94. .

Includes index.

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 & pricing, model application & performance backtesting, new products & 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.

9781780526171 (electronic bk.) : 82.95 ; 121.95 ; 154.95


Business & Economics--Finance.
Financial reporting, financial statements.
Financial crises & disasters.
Derivative securities--Prices--Mathematical models.
Derivative securities--Prices.

332.6457 / BAT

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