000			05677cam a2200841Mi 4500
001			ocn798536422
003			OCoLC
005			20220711175028.0
006			m o d
007			cr cnu---unuuu
008			120709s2012 enk ob 001 0 eng d
040			_aEBLCP _beng _epn _cEBLCP _dOCLCO _dIDEBK _dN$T _dOCLCQ _dOCLCF _dOCLCA _dDEBBG _dOCLCQ _dOCLCO _dCOO _dNLE _dUWW _dOCLCO _dCAUOI _dOCLCQ _dOCLCO _dOCLCQ _dSUF _dAGLDB _dOCLCQ _dKIJ _dSTF _dUKAHL _dOL$ _dOCLCQ _dQGK _dOCLCO _dDST _dOCLCO
019			_a817966900 _a860333460 _a1167406382 _a1241838200 _a1300551755 _a1303300858 _a1303426795
020			_a9781780526171 _q(electronic bk.)
020			_a1780526172 _q(electronic bk.)
020			_a9781780526164
020			_a1780526164 _q(Trade Cloth)
020			_a1280999012
020			_a9781280999017
020			_a9786613770622
020			_a6613770620
029	1		_aAU@ _b000050999468
029	1		_aAU@ _b000051556347
029	1		_aDEBBG _bBV042743938
029	1		_aDEBSZ _b423764292
029	1		_aNLGGC _b344645363
029	1		_aAU@ _b000055497115
035			_a(OCoLC)798536422 _z(OCoLC)817966900 _z(OCoLC)860333460 _z(OCoLC)1167406382 _z(OCoLC)1241838200 _z(OCoLC)1300551755 _z(OCoLC)1303300858 _z(OCoLC)1303426795
037			_b01326671
050		4	_aHG6024.A3 _bD47 2012eb
072		7	_aBUS _x036000 _2bisacsh
072		7	_aKFCR _2bicssc
072		7	_aKCX _2bicssc
080			_a330.3
082	0	4	_a332.6457
049			_aMAIN
245	0	0	_aDerivative securities pricing and modelling / _cedited by Jonathan A. Batten, Niklas Wagner.
250			_a1st ed.
260			_aBradford : _bEmerald, _c2012.
300			_a1 online resource (446 pages).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aContemporary studies in economic and financial analysis ; _vv. 94
588	0		_aPrint version record.
520			_aHighlights 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.
504			_aIncludes bibliographical references and index.
505	0		_aDerivatives securities pricing and modelling / Jonathan A. Batten, Niklas Wagner -- On the role of option applications in economic instability / Kavous Ardalan -- Derivatives, commodities, and social costs : exploring correlation in economic uncertainty / Aleksandr V. Gevorkyan, Arkady Gevorkyan -- Contingent capital securities : problems and solutions / Michalis Ioannides, Frank S. Skinner -- High dimensionality in finance : a graph-theory analysis / Delphine Lautier, Franck Raynaud -- Recovering stochastic processes from option prices / Jens Carsten Jackwerth, Mark Rubinstein -- The pricing kernel puzzle : reconciling index option data and economic theory / David P. Brown, Jens Carsten Jackwerth -- Risk-neutral densities and catastrophe events / Michael Herold, Matthias Muck -- Non-gaussian price dynamics and implications for option pricing / Miguel Angel Fuentes, Austin Gerig, Javier Vicente -- On the empirical behavior of stochastic volatility models : do skewness and kurtosis matter? / Marco M. García-Alonso, Manuel Moreno, Javier F. Navas -- Re-evaluating hedging performance for asymmetry : the case of crude oil / John Cotter, Jim Hanly -- On the binomial-tree approach to convertible bonds pricing and risk assessment / Krasimir Milanov, Ognyan Kounchev -- A new paradigm for inflation derivatives modeling / Lixin Wu -- An option-pricing framework for the valuation of fund management compensation / Axel Buchner, Abdulkadir Mohamed, Niklas Wagner -- An equity-based credit risk model / Gaia Barone -- Business cycles and the impact of macroeconomic surprises on interest rate swap spreads : Australian evidence / Victor Fang, A.S.M. Sohel Azad, Jonathan A. Batten, Chien-Ting Lin -- The evolution of the use of derivatives in Slovenian non-financial companies / Ales Berk Skok, Igor Loncarski, Matevz Skocir.
546			_aEnglish.
590			_aeBooks on EBSCOhost _bEBSCO eBook Subscription Academic Collection - Worldwide
650		0	_aDerivative securities _xPrices _xMathematical models. _93233
650		0	_aDerivative securities. _932369
650		0	_aDerivative securities _xPrices. _9175092
650		6	_aInstruments dérivés (Finances) _9881467
650		6	_aInstruments dérivés (Finances) _xPrix. _9881468
650		6	_aInstruments dérivés (Finances) _xPrix _xModèles mathématiques. _9881469
650		7	_aFinancial crises & disasters. _2bicssc _9881470
650		7	_aFinancial reporting, financial statements. _2bicssc _9881471
650		7	_aBUSINESS & ECONOMICS _xInvestments & Securities _xGeneral. _2bisacsh _9108373
650		7	_aDerivative securities _xPrices _xMathematical models. _2fast _0(OCoLC)fst00891028 _93233
655		0	_aElectronic books.
655		4	_aElectronic books.
700	1		_aBatten, Jonathan. _9148483
700	1		_aWagner, Niklas F., _d1969- _9881472
776	0	8	_iPrint version: _tDerivative securities pricing and modelling. _dBradford : Emerald, ©2012 _z9781780526164
830		0	_aContemporary studies in economic and financial analysis ; _vv. 94. _9227215
856	4	0	_uhttps://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=466851
938			_aAskews and Holts Library Services _bASKH _nAH24074210
938			_aProQuest Ebook Central _bEBLB _nEBL956327
938			_aEBSCOhost _bEBSC _n466851
938			_aProQuest MyiLibrary Digital eBook Collection _bIDEB _n377062
994			_a92 _bINOPJ
999			_c2736350 _d2736350