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. Ed(S): Duan, Jin-Chuan; Hardle, Wolfgang Karl; Gentle, James E. - Handbook of Computational Finance - 9783642172533 - V9783642172533
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Handbook of Computational Finance

€ 243.44
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Description for Handbook of Computational Finance Hardback. The latest volume in the Springer Handbooks of Computational Statistics series covers the full range of finance, including the modern class of financial tools, computational efficient algorithms, the pricing of complex products, risk behavior and much more. Editor(s): Duan, Jin-Chuan; Hardle, Wolfgang Karl; Gentle, James E. Series: Springer Handbooks of Computational Statistics. Num Pages: 804 pages, biography. BIC Classification: KFFK; KJQ; PBKS. Category: (P) Professional & Vocational. Dimension: 243 x 167 x 48. Weight in Grams: 1334.

Any financial asset that is openly traded has a market price. Except for extreme market conditions, market price may be more or less than a “fair” value. Fair value is likely to be some complicated function of the current intrinsic value of tangible or intangible assets underlying the claim and our assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate ... Read more

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Product Details

Format
Hardback
Publication date
2011
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
804
Condition
New
Series
Springer Handbooks of Computational Statistics
Number of Pages
804
Place of Publication
Berlin, Germany
ISBN
9783642172533
SKU
V9783642172533
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About . Ed(S): Duan, Jin-Chuan; Hardle, Wolfgang Karl; Gentle, James E.
Jin-Chuan Duan is the Director of Risk Management Institute at the National University of Singapore (NUS) and concurrently holds the Cycle & Carriage Professorship in Finance at the NUS Business School. Duan received his Ph.D. in Finance from the University of Wisconsin-Madison. He specializes in financial engineering and risk management, and is known for his work on the GARCH option ... Read more

Reviews for Handbook of Computational Finance
From the reviews: “This handbook provides a carefully chosen survey of the concepts and methods of computational finance, ranging from basic background material through the current frontier of research … . This handbook is an authoritative and valuable account of an important field. I am sure that it will be an important reference source for researchers and practitioners.” (Lasse ... Read more

Goodreads reviews for Handbook of Computational Finance


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