Derivative securities pricing and modelling /

Derivative securities pricing and modelling /

Saved in:
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

Similar Items

Similar Items