Derivatives Securities Pricing and Modeling - Couverture rigide

Livre 1 sur 14: Contemporary Studies in Economic and Financial Analysis
 
9781780526164: Derivatives Securities Pricing and Modeling
Couverture rigide
ISBN 10 : 1780526164 ISBN 13 : 9781780526164
Editeur : Emerald Group Publishing Limited, 2012

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This edited volume will highlight recent 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 & pricing, model application & performance backtesting, new products & market features. Particular themes encompass: continuous and discrete time modelling, 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, and innovative market and product structures.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Emerald Group Publishing Limited
Date d'édition
2012
Langue
anglais
ISBN 10 
1780526164
ISBN 13 
9781780526164
Reliure
Relié
Nombre de pages
450
Éditeur
Batten Jonathan, Wagner Niklas F.
Coordonnées du fabricant
non disponible
Personne responsable
non disponible