Overview
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.
Full Product Details
Author: B.Philipp Kellerhals
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition: Second Edition 2004
Dimensions:
Width: 15.50cm
, Height: 1.30cm
, Length: 23.50cm
Weight: 0.454kg
ISBN: 9783642058790
ISBN 10: 3642058795
Pages: 243
Publication Date: 06 December 2010
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Paperback
Publisher's Status: Active
Availability: In Print
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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)
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)
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)
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)
