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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 Springer, 2012
ISBN 10: 3642534139ISBN 13: 9783642534133
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Condition: New. In.
Published by Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: SpringBooks, Berlin, Germany
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Hardcover. Condition: As New. 2. Auflage. will be dispatched immediately.
Published by Springer Berlin Heidelberg, 2010
ISBN 10: 3642058795ISBN 13: 9783642058790
Seller: booksXpress, Bayonne, NJ, U.S.A.
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Soft Cover. Condition: new.
Published by Springer, 2010
ISBN 10: 3642058795ISBN 13: 9783642058790
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Book
Condition: New.
Published by Springer, 2004
ISBN 10: 3540208534ISBN 13: 9783540208532
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Published by Springer, 2010
ISBN 10: 3642058795ISBN 13: 9783642058790
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, 2010
ISBN 10: 3642058795ISBN 13: 9783642058790
Seller: AHA-BUCH GmbH, Einbeck, Germany
Book
Taschenbuch. 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 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, 2010
ISBN 10: 3642058795ISBN 13: 9783642058790
Seller: dsmbooks, Liverpool, United Kingdom
Book
Paperback. Condition: Like New. Like New. book.