Derivatives Pricing and Modeling Image close
Derivatives Pricing and Modeling on Hardback
Derivatives Pricing and Modeling on Hardback
Show Hide Adult Content
Derivatives Pricing and Modeling close

Business & Economics Books:

Home  
Books  
Business & Economics  
Economics  
Financial crises & disasters

Derivatives Pricing and Modeling

Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Hardback
$638.00
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 3-4 weeks
0 in Trolley
Free Delivery with Primate
Join Now

Free 14 day free trial, cancel anytime.

Buy Now, Pay Later with:

4 payments of $159.50 with Afterpay Learn more

6 weekly interest-free payments of $106.33 with Laybuy Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 11-21 June using International Courier

Explore more Contemporary Studies in Economic and Financial Analysis

See all products in this series

The Impact of the Global Financial Crisis on Emerging Financial Markets on Hardback
$700.00
The Impact of the Global Financial Crisis on Emerging Financial...
Hardback
Available - Usually ships in 3-4 weeks
Managing Risk and Decision Making in Times of Economic Distress on Hardback
$375.00
Managing Risk and Decision Making in Times of Economic Distress
Hardback
Available - Usually ships in 3-4 weeks
A New Social Street Economy on Hardback
$400.00
A New Social Street Economy
Hardback
Available - Usually ships in 3-4 weeks
Managing Risk and Decision Making in Times of Economic Distress on Hardback
$397.00
Managing Risk and Decision Making in Times of Economic Distress
Hardback
Available - Usually ships in 3-4 weeks
Beyond the Numbers on Hardback
$416.00
Beyond the Numbers
Hardback
Available - Usually ships in 3-4 weeks
Colombia on Hardback
$449.00
Colombia
Hardback
Available - Usually ships in 3-4 weeks
Contemporary Issues in Audit Management and Forensic Accounting on Hardback
$428.00
Contemporary Issues in Audit Management and Forensic Accounting
Hardback
Available - Usually ships in 3-4 weeks
Contemporary Issues in Bank Financial Management on Hardback
$429.00
Contemporary Issues in Bank Financial Management
Hardback
Available - Usually ships in 3-4 weeks
Litigation Economics on Hardback
$434.00
Litigation Economics
Hardback
Available - Usually ships in 3-4 weeks
Governance and Regulations on Hardback
$417.00
Governance and Regulations
Hardback
Available - Usually ships in 3-4 weeks
Contemporary Issues in Business, Economics and Finance on Hardback
$323.00
Contemporary Issues in Business, Economics and Finance
Hardback
Available - Usually ships in 3-4 weeks
Asia Pacific Financial Markets in Comparative Perspective on Hardback
$518.00
Asia Pacific Financial Markets in Comparative Perspective
Hardback
Available - Usually ships in 3-4 weeks
The Developing Role of Islamic Banking and Finance on Hardback
$551.00
The Developing Role of Islamic Banking and Finance
Hardback
Available - Usually ships in 3-4 weeks
Economics of Third World Defense Expenditures on Hardback
$433.00
Economics of Third World Defense Expenditures
Hardback
Available - Usually ships in 3-4 weeks
Contemporary Issues in Social Science on Hardback
$502.00
Contemporary Issues in Social Science
Hardback
Available - Usually ships in 3-4 weeks
Contemporary Issues in Public Sector Accounting and Auditing on Hardback
$362.00
Contemporary Issues in Public Sector Accounting and Auditing
Hardback
Available - Usually ships in 3-4 weeks

Description

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.
Release date NZ
July 2nd, 2012
Contributors
  • Edited by Jonathan Batten
  • Edited by Niklas F. Wagner
  • Series edited by J.Richard Aronson
  • Series edited by Robert Thornton
Pages
450
Audience
  • Professional & Vocational
Dimensions
156x234x38
ISBN-13
9781780526164
Product ID
19538032

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Recommended for you

Recommended from your browsing history

Help & options

Filed under...

Books >
Business & Economics >
Economics >
Financial crises & disasters
Books >
Business & Economics >
Finance & Accounting >
Accounting >
Financial Reporting