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...

Description complète

Détails bibliographiques
Cote:Libro Electrónico
Collectivité auteur: SpringerLink (Online service)
Autres auteurs: Duan, Jin-Chuan (Éditeur intellectuel), Härdle, Wolfgang Karl (Éditeur intellectuel), Gentle, James E. (Éditeur intellectuel)
Format: Électronique eBook
Langue:Inglés
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Édition:1st ed. 2012.
Collection:Springer Handbooks of Computational Statistics,
Sujets:
Statistics .
Mathematics-Data processing.
Finance.
Statistics in Business, Management, Economics, Finance, Insurance.
Computational Mathematics and Numerical Analysis.
Financial Economics.
Accès en ligne:Texto Completo
Table des matières:
  • 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.

Documents similaires