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Derivatives Pricing and Modeling

About Derivatives Pricing and Modeling

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.

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  • Language:
  • English
  • ISBN:
  • 9781780526164
  • Binding:
  • Hardback
  • Pages:
  • 450
  • Published:
  • July 1, 2012
  • Dimensions:
  • 156x234x38 mm.
  • Weight:
  • 771 g.
Delivery: 2-4 weeks
Expected delivery: August 2, 2025

Description of Derivatives Pricing and Modeling

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.

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