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Asset Pricing
B.Philipp Kellerhals
€ 180.37
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Description for Asset Pricing
Paperback. Covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives.Integrates the latest research and includes a new chapter on financial modeling. Series: Springer Finance. Num Pages: 257 pages, 30 black & white tables, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 13. Weight in Grams: 403.
The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economies a la Ingersoll (1987) as weIl as for accu rate estimation techniques a la Hamilton (1994b) when it comes to empirical inferences of the specified model. The idea behind this book on hand is to provide the reader with a canonical framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering and the capital market data inevitably only available at discrete time intervals. Three major financial markets are to be examined for which we select the ... Read more
The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economies a la Ingersoll (1987) as weIl as for accu rate estimation techniques a la Hamilton (1994b) when it comes to empirical inferences of the specified model. The idea behind this book on hand is to provide the reader with a canonical framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering and the capital market data inevitably only available at discrete time intervals. Three major financial markets are to be examined for which we select the ... Read more
Product Details
Format
Paperback
Publication date
2010
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
257
Condition
New
Series
Springer Finance
Number of Pages
243
Place of Publication
Berlin, Germany
ISBN
9783642058790
SKU
V9783642058790
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Asset Pricing
From the reviews of the second edition: "This book provides a canonical framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering and the capital market data inevitably only available at discrete-time intervals. … The reorganized and improved text further integrates the latest research contributions in three covered application ... Read more