Asset Pricing

Asset Pricing

Editorial Reviews
Book Description

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.

Asset Pricing,B.Philipp Kellerhals,Springer,3540208534,Business & Economics,Business / Economics / Finance,Business/Economics,Econometrics,Economics - General,Finance,Business & Economics / Finance,Investment & securities

English Books:

1. A Vision for the Future : In Conversation with Financial Strategists (Wiley Finance)
2. Breaking The Money Barriers
3. Britain in the International Economy, 1870-1939 (Studies in Macroeconomic History)
4. Buy, Lie, and Sell High: How Investors Lost Out on Enron and the Internet Bubble
5. Capital Controversy, Post Keynesian Economics and the History of Economic Thought; Essays in Honour of Geoff Harcourt of Economic Theory (Routledge Frontiers of Political Economy)
6. Capital Flows and the Emerging Economies : Theory, Evidence, and Controversies (National Bureau of Economic Research Conference Report)
7. Capital Markets and Corporate Governance in Japan, Germany and the United States; Organizational Response to Market Inefficiencies (Routledge Studies in the Modern World Economy)
8. Capital Markets and Financial Intermediation
9. Capital Mobility : The Impact on Consumption, Investment and Growth
10. Capital Structuring (Financial Risk Management Series: Corporate Finance)

English Books

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