{ "item_title" : "Derivative Securities Pricing and Modelling", "item_author" : [" Jonathan Batten", "Niklas F. Wagner", "Robert Thornton "], "item_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.", "item_img_path" : "https://covers1.booksamillion.com/covers/bam/1/78/052/616/1780526164_b.jpg", "price_data" : { "retail_price" : "222.99", "online_price" : "222.99", "our_price" : "222.99", "club_price" : "222.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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