Derivative securities pricing and modelling /

Highlights research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, and new products and market features.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Batten, Jonathan, Wagner, Niklas F., 1969-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Bradford : Emerald, 2012.
Edición:1st ed.
Colección:Contemporary studies in economic and financial analysis ; v. 94.
Temas:
Derivative securities > Prices > Mathematical models.
Derivative securities.
Derivative securities > Prices.
Instruments dérivés (Finances)
Instruments dérivés (Finances) > Prix.
Instruments dérivés (Finances) > Prix > Modèles mathématiques.
Financial crises & disasters.
Financial reporting, financial statements.
BUSINESS & ECONOMICS > Investments & Securities > General.
Acceso en línea:Texto completo
Descripción
Sumario:Highlights research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, and new products and market features.
Descripción Física:1 online resource (446 pages).
Bibliografía:Includes bibliographical references and index.
ISBN:9781780526171
1780526172
9781780526164
1780526164
1280999012
9781280999017
9786613770622
6613770620

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