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Handbook of Computational Finance
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 clai...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2012.
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| Edición: | 1st ed. 2012. |
| Colección: | Springer Handbooks of Computational Statistics,
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| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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| 024 | 7 | |a 10.1007/978-3-642-17254-0 |2 doi | |
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| 245 | 1 | 0 | |a Handbook of Computational Finance |h [electronic resource] / |c edited by Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle. |
| 250 | |a 1st ed. 2012. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2012. | |
| 300 | |a XI, 804 p. 189 illus., 7 illus. in color. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
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| 347 | |a text file |b PDF |2 rda | ||
| 490 | 1 | |a Springer Handbooks of Computational Statistics, |x 2197-9804 | |
| 505 | 0 | |a Introduction -- Pricing Models -- Statistical Inference in Financial Models -- Computational Methods -- Software Tools -- Possible further Topics: Realized Volatility/High Frequency Data.-Microstructure Empirical Analysis -- Option Pricing -- GARCH and Diffusion Jump Limits -- Interest Rate Derivatives. | |
| 520 | |a 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. | ||
| 650 | 0 | |a Statistics . | |
| 650 | 0 | |a Mathematics-Data processing. | |
| 650 | 0 | |a Finance. | |
| 650 | 1 | 4 | |a Statistics in Business, Management, Economics, Finance, Insurance. |
| 650 | 2 | 4 | |a Computational Mathematics and Numerical Analysis. |
| 650 | 2 | 4 | |a Financial Economics. |
| 700 | 1 | |a Duan, Jin-Chuan. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Härdle, Wolfgang Karl. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 700 | 1 | |a Gentle, James E. |e editor. |4 edt |4 http://id.loc.gov/vocabulary/relators/edt | |
| 710 | 2 | |a SpringerLink (Online service) | |
| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783642172533 |
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| 830 | 0 | |a Springer Handbooks of Computational Statistics, |x 2197-9804 | |
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| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||