Handbook of Computational Finance (Springer Handbooks of Computational Statistics)

4 avg rating
( 1 ratings by Goodreads )
 
9783642172533: Handbook of Computational Finance (Springer Handbooks of Computational Statistics)
View all copies of this ISBN edition:
 
 

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 to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.

"synopsis" may belong to another edition of this title.

About the Author:

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 pricing model. Duan is an Academician of Academia Sinica.

Wolfgang Karl Härdle is professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. – the Centre for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.

James E. Gentle is University Professor of Computational Statistics at George Mason University.  His research interests include Monte Carlo methods and computational finance.  He is an elected member of ISI and a Fellow of the American Statistical Association.

Review:

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 Koskinen, International Statistical Review, Vol. 81 (3), 2014)

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 299.99
US$ 259.03

Convert currency

Shipping: US$ 3.99
Within U.S.A.

Destination, rates & speeds

Add to Basket

Other Popular Editions of the Same Title

9783662507070: Handbook of Computational Finance (Springer Handbooks of Computational Statistics)

Featured Edition

ISBN 10:  3662507072 ISBN 13:  9783662507070
Publisher: Springer, 2016
Softcover

Top Search Results from the AbeBooks Marketplace

1.

Duan, Jin-Chuan
ISBN 10: 3642172539 ISBN 13: 9783642172533
New Quantity Available: 2
Seller:
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Rating
[?]

Book Description 2011. HRD. Condition: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Seller Inventory # KS-9783642172533

More information about this seller | Contact this seller

Buy New
US$ 259.03
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

2.

Jin-Chuan Duan (editor), Wolfgang Karl Härdle (editor), James E. Gentle (editor)
Published by Springer Berlin Heidelberg 2011-10-25, Berlin |London (2011)
ISBN 10: 3642172539 ISBN 13: 9783642172533
New Hardcover Quantity Available: > 20
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Springer Berlin Heidelberg 2011-10-25, Berlin |London, 2011. hardback. Condition: New. Seller Inventory # 9783642172533

More information about this seller | Contact this seller

Buy New
US$ 287.33
Convert currency

Add to Basket

Shipping: US$ 7.66
From United Kingdom to U.S.A.
Destination, rates & speeds

3.

Duan, Jin-Chuan
Published by Springer (2016)
ISBN 10: 3642172539 ISBN 13: 9783642172533
New Paperback Quantity Available: 1
Print on Demand
Seller:
Ria Christie Collections
(Uxbridge, United Kingdom)
Rating
[?]

Book Description Springer, 2016. Paperback. Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Seller Inventory # ria9783642172533_lsuk

More information about this seller | Contact this seller

Buy New
US$ 291.84
Convert currency

Add to Basket

Shipping: US$ 4.94
From United Kingdom to U.S.A.
Destination, rates & speeds

4.

Published by Springer (2011)
ISBN 10: 3642172539 ISBN 13: 9783642172533
New Hardcover Quantity Available: 1
Seller:
Irish Booksellers
(Portland, ME, U.S.A.)
Rating
[?]

Book Description Springer, 2011. Condition: New. book. Seller Inventory # M3642172539

More information about this seller | Contact this seller

Buy New
US$ 304.43
Convert currency

Add to Basket

Shipping: US$ 3.27
Within U.S.A.
Destination, rates & speeds

5.

Published by Springer (2011)
ISBN 10: 3642172539 ISBN 13: 9783642172533
New Hardcover Quantity Available: 1
Seller:
Rating
[?]

Book Description Springer, 2011. Condition: New. Seller Inventory # L9783642172533

More information about this seller | Contact this seller

Buy New
US$ 314.09
Convert currency

Add to Basket

Shipping: US$ 3.14
From Germany to U.S.A.
Destination, rates & speeds

6.

Published by Springer 2011-10-26 (2011)
ISBN 10: 3642172539 ISBN 13: 9783642172533
New Quantity Available: 3
Seller:
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description Springer 2011-10-26, 2011. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 4-5 working days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Seller Inventory # NU-LBR-01005138

More information about this seller | Contact this seller

Buy New
US$ 284.88
Convert currency

Add to Basket

Shipping: US$ 38.29
From United Kingdom to U.S.A.
Destination, rates & speeds

7.

Jin-Chuan Duan
Published by Springer-Verlag Gmbh Okt 2011 (2011)
ISBN 10: 3642172539 ISBN 13: 9783642172533
New Quantity Available: 1
Seller:
Rating
[?]

Book Description Springer-Verlag Gmbh Okt 2011, 2011. Buch. Condition: Neu. Neuware - 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 to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools. 850 pp. Englisch. Seller Inventory # 9783642172533

More information about this seller | Contact this seller

Buy New
US$ 314.09
Convert currency

Add to Basket

Shipping: US$ 13.68
From Germany to U.S.A.
Destination, rates & speeds

8.

JIN-CHUAN DUAN
Published by Springer (2011)
ISBN 10: 3642172539 ISBN 13: 9783642172533
New Hardcover Quantity Available: 1
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Springer, 2011. Hardback. Condition: NEW. 9783642172533 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE0354633

More information about this seller | Contact this seller

Buy New
US$ 318.10
Convert currency

Add to Basket

Shipping: US$ 10.18
From United Kingdom to U.S.A.
Destination, rates & speeds

9.

Duan, Jin-chuan (Editor)
Published by Springer Verlag (2011)
ISBN 10: 3642172539 ISBN 13: 9783642172533
New Hardcover Quantity Available: 2
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Springer Verlag, 2011. Hardcover. Condition: Brand New. 1st edition. 860 pages. 9.20x6.20x1.90 inches. In Stock. Seller Inventory # z-3642172539

More information about this seller | Contact this seller

Buy New
US$ 323.08
Convert currency

Add to Basket

Shipping: US$ 9.57
From United Kingdom to U.S.A.
Destination, rates & speeds

10.

Jin-Chuan Duan
Published by Springer-Verlag Gmbh Okt 2011 (2011)
ISBN 10: 3642172539 ISBN 13: 9783642172533
New Quantity Available: 1
Seller:
BuchWeltWeit Inh. Ludwig Meier e.K.
(Bergisch Gladbach, Germany)
Rating
[?]

Book Description Springer-Verlag Gmbh Okt 2011, 2011. Buch. Condition: Neu. Neuware - 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 to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools. 850 pp. Englisch. Seller Inventory # 9783642172533

More information about this seller | Contact this seller

Buy New
US$ 314.09
Convert currency

Add to Basket

Shipping: US$ 19.53
From Germany to U.S.A.
Destination, rates & speeds

There are more copies of this book

View all search results for this book