Derivative securities pricing and modelling

• Other Authors: Batten, Jonathan, Wagner, Niklas F., 1969-
• Format: Electronic eBook
• Language: English
• Published: Bingley, U.K. : Emerald, 2012.
• Series: Contemporary studies in economic and financial analysis ; v. 94.
• Subjects: 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...