Description: Further DetailsTitle: Derivatives Pricing and ModelingCondition: NewEAN: 9781780526164ISBN: 9781780526164Publisher: Emerald Group Publishing LimitedFormat: HardbackRelease Date: 07/02/2012Description: 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.Language: EnglishCountry/Region of Manufacture: GBItem Height: 234mmItem Length: 156mmItem Width: 38mmItem Weight: 771gContributor: Jonathan Batten (Edited by), Niklas F. Wagner (Edited by), Robert Thornton (Series edited by), J. Richard Aronson (Series edited by)Genre: Business & FinanceBook Series: Contemporary Studies in Economic and Financial AnalysisAuthor: Niklas F. WagnerRelease Year: 2012 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.
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Book Title: Derivatives Pricing and Modeling
Title: Derivatives Pricing and Modeling
EAN: 9781780526164
ISBN: 9781780526164
Release Date: 07/02/2012
Release Year: 2012
Country/Region of Manufacture: GB
Contributor: J. Richard Aronson (Series edited by)
Genre: Business & Finance
Number of Pages: 450 Pages
Language: English
Publication Name: Derivatives Pricing and Modeling
Publisher: Emerald Publishing The Limited
Publication Year: 2012
Subject: Investments & Securities / Derivatives, Finance / General
Item Height: 1.5 in
Type: Textbook
Item Weight: 27.2 Oz
Item Length: 9.2 in
Author: Niklas F. Wagner
Subject Area: Business & Economics
Series: Contemporary Studies in Economic and Financial Analysis Ser.
Item Width: 6.1 in
Format: Hardcover
