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Published by Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
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gebundene Ausgabe. Condition: Gut. 2nd edition;. 243 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 520.
Published by Berlin, Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: Antiquariat Bookfarm, Löbnitz, Germany
Book
2. ed. 243 S. Ehem. Bibliotheksexemplar mit Bib.-Signatur und Stempel. Guter Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. Good condition, some traces of use. 9783540208532 Sprache: Englisch Gewicht in Gramm: 550.
Published by Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: Basi6 International, Irving, TX, U.S.A.
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Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Published by Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
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Condition: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery.This item may ship from the US or other locations in India depending on your location and availability.
Published by Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: SMASS Sellers, IRVING, TX, U.S.A.
Book
Condition: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed. This item may ship from the US or our Overseas warehouse depending on your location and stock availability. We Ship to PO BOX Location also.
Published by Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: booksXpress, Bayonne, NJ, U.S.A.
Book
Hardcover. Condition: new.
Published by Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
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Condition: New.
Published by Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Book Print on Demand
Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Published by Springer Berlin Heidelberg Apr 2004, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Book Print on Demand
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 260 pp. Englisch.
Published by Springer Berlin Heidelberg, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: moluna, Greven, Germany
Book Print on Demand
Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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. |The modern field of asset pricing asks for sound pri.
Published by Springer Berlin Heidelberg, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: AHA-BUCH GmbH, Einbeck, Germany
Book
Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 equity market, the bond market, and the electricity market. In each mar ket we derive new valuation models to price selected financial instruments in continuous-time. The decision criterium for choosing a continuous-time model ing framework is the richness of the stochastic theory available for continuous time processes with Merton's pioneering contributions to financial economics, collected in Merton (1992). The continuous-time framework, reviewed and as sessed by Sundaresan (2000), allows us to obtain analytical pricing formulae that would be unavailable in a discrete time setting. However, at the time of implementing the derived theoretical pricing models on market data, that is necessarily sampled at discrete time intervals, we work with so-called exact discrete time equivalents a la Bergstrom (1984). We show how to conveniently work within astate space framework which we derive in a general setting as weIl as explicitly for each of the three applications.
Published by Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: Mispah books, Redhill, SURRE, United Kingdom
Book
Hardcover. Condition: Like New. Like New. book.