£103.96

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£104 today · usual range £84–£104 · best ever £84

Emerald Group Publishing Limited Derivatives Pricing and Modeling: 94 (Contemporary Studies in Economic and Financial Analysis, 94)

Amazon

Price History & Forecast

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Last 91 days · 91 data points

Historical
Generating forecast…
£104.14 £82.35 £87.10 £91.86 £96.61 £101.37 £106.12 27 July 2026 18 August 2026 10 September 2026 02 October 2026 25 October 2026
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Price Distribution

Price distribution over 91 days • 3 price levels

Days at Price
Current Price
62 days 14 days 15 days · current 0 16 31 47 62 £84 £103 £104 Days at Price

Price Analysis

Most common price: £84 (62 days, 68.1%)

Price range: £84 - £104

Price levels: 3 different prices over 91 days

Description

This edited volume will highlight recent research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. The book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, new products and market features. Particular themes encompass: - continuous and discrete time modeling, - statistical arbitrage models, - arbitrage-free pricing, risk-neutral implied densities, - equilibrium pricing approaches (including e.g. co-integration), - applications of methods in computational statistics including simulation, - computationally intense techniques for pricing, estimation and backtesting, - complex derivative products, - credit and counterparty risk, - innovative market and product structures.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
02 July 2012
Listed Since
03 December 2011

Barcode

No barcode data available

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