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asset pricing: modeling and estimation (in English)
B. Philipp Kellerhals
(Author)
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Springer
· Paperback
asset pricing: modeling and estimation (in English) - Kellerhals, B. Philipp
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Synopsis "asset pricing: modeling and estimation (in English)"
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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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