Derivative securities pricing and modelling

• Άλλοι συγγραφείς: Batten, Jonathan, Wagner, Niklas F., 1969-
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Bingley, U.K. : Emerald, 2012.
• Σειρά: Contemporary studies in economic and financial analysis ; v. 94.
• Θέματα: Business & Economics > Finance.; Financial reporting, financial statements.; Financial crises & disasters.; Derivative securities > Prices > Mathematical models.; Derivative securities > Prices.

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 & ma...