Asset Pricing: Modeling and Estimation (Springer Finance)

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9783642058790: Asset Pricing: Modeling and Estimation (Springer Finance)
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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.

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"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 fields: equities with closed funds, fixed-income products and electricity derivatives." (T. Postelnicu, Zentralblatt MATH, Vol. 1086, 2006)

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9783540208532: Asset Pricing

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ISBN 10:  3540208534 ISBN 13:  9783540208532
Publisher: Springer, 2004
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