Asset Pricing: Modeling and Estimation - Springer Finance (Hardback)B.Philipp Kellerhals (author)
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Integrates the latest research and includes a new chapter on financial modeling.
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Number of pages: 243
Weight: 1210 g
Dimensions: 235 x 155 x 15 mm
Edition: 2nd ed. 2004
From the reviews of the second edition:
"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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