Handbook of Computational Finance - Springer Handbooks of Computational Statistics (Hardback)
  • Handbook of Computational Finance - Springer Handbooks of Computational Statistics (Hardback)
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Handbook of Computational Finance - Springer Handbooks of Computational Statistics (Hardback)

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£219.99
Hardback 804 Pages / Published: 26/10/2011
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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.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783642172533
Number of pages: 804
Weight: 1368 g
Dimensions: 235 x 155 x 48 mm
Edition: 2012


MEDIA REVIEWS

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)

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