Derivatives Pricing and Modeling

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.

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Bibliographische Detailangaben
Hauptverfasser:	Batten, Jonathan, Wagner, Niklas F, Thornton, Robert, Aronson, J. Richard
Format:	Buch
Sprache:	eng
Schlagworte:	Derivative securities
Online-Zugang:	Volltext
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Beschreibung
Zusammenfassung:	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.