Derivatives Pricing and Modeling

Language: English

Published by Emerald Publishing Limited, GB, 2012

1780526164 / 9781780526164

Series: Book 1 of 14 - Contemporary Studies in Economic and Financial Analysis

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Seller: Rarewaves USA, HEBRON, KY, U.S.A.Rarewaves USA

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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.

Seller Inventory # LU-9781780526164

Title
Derivatives Pricing and Modeling
Author
Jonathan Batten
Publisher
Emerald Publishing Limited, GB
Publication year
2012
Condition
New
Binding
Hardback
Language
English
ISBN 10
1780526164
ISBN 13
9781780526164
Item weight
771 grams
Series
Book 1 of 14: Contemporary Studies in Economic and Financial Analysis

Rarewaves USA

HEBRON, KY, U.S.A.

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AbeBooks seller since June 10, 2025

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