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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Economics, finance, business & management Finance & accounting Accounting

• Plný název: Derivatives Pricing and Modeling
• Autor: Jonathan Batten
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 450
• EAN: 9781780526164
• ISBN: 1780526164
• ID: 04455282
• Nakladatelství: Emerald Publishing Limited
• Hmotnost: 771 g
• Rozměry: 234 × 156 × 38 mm
• Datum vydání: 02. July 2012

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