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portada asset pricing: modeling and estimation
Type
Physical Book
Author
Publisher
Year
2010
Language
English
Pages
243
Format
Paperback
Dimensions
23.4x15.6x1.4 cm
Weight
0.37 kg.
ISBN
3642058795
ISBN13
9783642058790
Edition No.
0002
Categories

asset pricing: modeling and estimation

B. Philipp Kellerhals (Author) · Springer · Paperback

asset pricing: modeling and estimation - Kellerhals, B. Philipp

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Synopsis "asset pricing: modeling and estimation"

This updated second edition provides a framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering and the capital market data from discrete-time intervals. Starting with a comprehensive treatment of the particular stochastic modeling and econometric estimation framework, the main part of the book covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives. The second edition includes a new chapter on financial modeling which discusses vital PDE- and EMM-approaches. The reorganized and improved text further integrates the latest research contributions in the three covered application fields.

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