Home
Derivatives Pricing and Modeling
![Derivatives Pricing and Modeling](https://prodimage.images-bn.com/pimages/9781780526164_p0_v3_s600x595.jpg)
Derivatives Pricing and Modeling
Current price: $222.99
Loading Inventory...
Size: OS
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.