Derivatives Pricing and Modeling - Contemporary Studies in Economic & Financial Analysis v. 94 (Hardback)
  • Derivatives Pricing and Modeling - Contemporary Studies in Economic & Financial Analysis v. 94 (Hardback)

Derivatives Pricing and Modeling - Contemporary Studies in Economic & Financial Analysis v. 94 (Hardback)

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£92.99
Hardback Published: 02/07/2012
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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.

Publisher: Emerald Group Publishing Limited
ISBN: 9781780526164

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