Asset Pricing: Modeling and Estimation (Springer Finance) [Hardcover]

B.Philipp Kellerhals (Author)

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Product details

Hardcover: 245 pages
Publisher: Springer; 2nd ed. edition (6 April 2004)
Language German
ISBN-10: 3540208534
ISBN-13: 978-3540208532
Product Dimensions: 23.8 x 16.4 x 1.9 cm
Amazon Bestsellers Rank: 3,663,488 in Books (See Top 100 in Books)

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Product Description

Review

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)

Review

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) --This text refers to the Paperback edition.

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Inside This Book (Learn More)

First Sentence
Typical financial pricing models in continuous time are built upon hypothesized stochastic processes to assess the models' dynamics over time and the underlying economy. Read the first page

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