Derivative securities pricing and modelling /

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Bibliographic Details
Edition:	1st ed.
Imprint:	Bradford : Emerald, 2012.
Description:	1 online resource (446 pages).
Language:	English
Series:	Contemporary studies in economic and financial analysis ; v. 94 Contemporary studies in economic and financial analysis ; v. 94.
Subject:	Derivative securities -- Prices -- Mathematical models. Derivative securities -- Prices -- Mathematical models. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12587470

Hidden Bibliographic Details
Other authors / contributors:	Batten, Jonathan. Wagner, Niklas F., 1969-
ISBN:	9781780526171 1780526172 9781780526164 1780526164 1280999012 9781280999017 9786613770622 6613770620
Notes:	Includes bibliographical references and index. English. Print version record.
Summary:	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.
Other form:	Print version: Derivative securities pricing and modelling. Bradford : Emerald, ©2012 9781780526164

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