Please note: In order to keep Hive up to date and provide users with the best features, we are no longer able to fully support Internet Explorer. The site is still available to you, however some sections of the site may appear broken. We would encourage you to move to a more modern browser like Firefox, Edge or Chrome in order to experience the site fully.

Supporting your high street Find out how »
Derivatives Pricing and Modeling, Hardback Book

Derivatives Pricing and Modeling Hardback

Edited by Jonathan Batten, Niklas F. Wagner

Part of the Contemporary Studies in Economic and Financial Analysis series

Hardback

Out of stock

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.

Information

£120.99

Out of stock
Add to Basket
Sign in to add to wishlist
 
Free Home Delivery

on all orders

 
Pick up orders

from local bookshops

Information

Also in the Contemporary Studies in Economic and Financial Analysis series  |  View all

Sustainable Development Goals

£90.00

£89.55

Pre-Order

Contemporary Challenges in Social...

£85.00

£68.00

Add to Basket

Contemporary Challenges in Social...

£85.00

£84.45

Add to Basket

Contemporary Challenges in Social...

£85.00

£68.00

Add to Basket