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Derivative Securities Pricing and Modelling

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Derivative Securities Pricing and Modelling - Batten, Jonathan (Editor), and Wagner, Niklas F (Editor), and Thornton, Robert (Editor)
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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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Derivative Securities Pricing and Modelling 2012, Emerald Group Publishing, Bingley

ISBN-13: 9781780526164

Hardcover