Derivatives pricing and modeling
Éditeur :
Emerald Publishing Limited
ISBN :
9781780526164
Date de publication :
2 juil. 2012
Dimensions :
23,4 x 15,6 x 3,8 cm
Poids :
771 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.