Derivative securities pricing and modelling

• Other Authors: Batten, Jonathan, Wagner, Niklas F., 1969-
• Format: Electronic eBook
• Language: English
• Published: Bingley, U.K. : Emerald, 2012.
• Series: Contemporary studies in economic and financial analysis ; v. 94.
• Subjects: Derivative securities > Prices > Mathematical models.; Derivative securities > Prices.; elektronické knihy; electronic books
• ISBN: 9781780526171
• ISSN: 1569-3759 ;
• DOI: 10.1108/S1569-3759(2012)94
• Physical Description: 1 online resource (xi, 433 p.) : ill.

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 & pricing, model application & performance backtesting, new products & ma...