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 claim and our as...
Gardado en:
| Outros autores: | , , |
|---|---|
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| Series: | Springer handbooks of computational statistics
|
| Sujets: | |
| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Handbook of computational finance, editors, Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle, Berlin, Springer, 2012, 1 vol. (XI-804 p.), Springer handbooks of computational statistics, 978-3-642-17253-3 |
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| 245 | 0 | 0 | |a Handbook of computational finance |c Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle, editors. |
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 1 | |a Springer handbooks of computational statistics | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Notes bibliogr. | ||
| 505 | 1 | |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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 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 | |a Ingénierie financière |x Statistiques | ||
| 650 | |a Finances |x Modèles mathématiques | ||
| 700 | 1 | |a Duan, Jin-Chuan, |d 19..- |4 edt | |
| 700 | 1 | |a Härdle, Wolfgang Karl, |d 1953- |4 edt | |
| 700 | 1 | |a Gentle, James E., |d 1943- |4 edt | |
| 776 | 0 | |0 157360474 |t Handbook of computational finance |f editors, Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle |c Berlin |n Springer |d 2012 |p 1 vol. (XI-804 p.) |s Springer handbooks of computational statistics |z 978-3-642-17253-3 | |
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