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...
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| Другие авторы: | , , |
|---|---|
| Формат: | Livre numérique |
| Язык: | Anglais |
| Опубликовано: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| Серии: | Springer handbooks of computational statistics
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| Предметы: | |
| Online-ссылка: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Примечание: |
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 |
Оглавление:
- 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