Asset pricing : modeling and estimation

The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economics as well as for accurate estimation techniques when it comes to empirical inferences of the specified model. This book provides a canonical framework that shows how to bridge the gap between...

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Tác giả chính: Kellerhals, B. Philipp
Định dạng: Sách
Ngôn ngữ:Undetermined
Được phát hành: Berlin,New York Springer 2004
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
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520 |a The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economics as well as for accurate estimation techniques when it comes to empirical inferences of the specified model. 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. Starting with a comprehensive treatment of the particular stochastic modeling and econometric estimation framework, the main parts of the book cover applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives. The second edition newly incorporates the financial modeling chapter which elaborates on the vital PDE- and EMM-approaches. The reorganized and improved text further integrates the latest research contributions in the three covered application fields. 
650 |a Finance,Assets (Accounting),Tài chính 
650 |x Mathematical models, Prices,Econometric models,Mô hình toán 
904 |i Năm 
980 |a Trung tâm Học liệu Trường Đại học Cần Thơ