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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.

Bibliographic Details
Call Number:Libro Electrónico
Other Authors: Batten, Jonathan, Wagner, Niklas F., 1969-
Format: Electronic eBook
Language:Inglés
Published: Bradford : Emerald, 2012.
Edition:1st ed.
Series:Contemporary studies in economic and financial analysis ; v. 94.
Subjects:
Online Access:Texto completo