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Asset Pricing: Modeling and Estimation - Springer Finance (Hardback)
  • Asset Pricing: Modeling and Estimation - Springer Finance (Hardback)
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Asset Pricing: Modeling and Estimation - Springer Finance (Hardback)

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£129.99
Hardback 243 Pages / Published: 06/04/2004
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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.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540208532
Number of pages: 243
Weight: 1210 g
Dimensions: 235 x 155 x 15 mm
Edition: 2nd ed. 2004


MEDIA REVIEWS

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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