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Jonathan Batten & Niklas F. Wagner 
Derivatives Pricing and Modeling [EPUB ebook] 

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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.

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Language English ● Format EPUB ● ISBN 9781780526171 ● Editor Jonathan Batten & Niklas F. Wagner ● Publisher Emerald Group Publishing Limited ● Published 2012 ● Downloadable 6 times ● Currency EUR ● ID 2492205 ● Copy protection Adobe DRM
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