Derivatives Pricing and Modeling

ISBN: 9781780526164 出版年：2012 页码：450 Jonathan Batten Niklas F Wagner Robert Thornton J Richard Aronson Emerald Publishing Limited

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.