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...

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Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Duan, Jin-Chuan (Επιμελητής έκδοσης), Härdle, Wolfgang Karl (Επιμελητής έκδοσης), Gentle, James E. (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Σειρά:Springer Handbooks of Computational Statistics
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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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. 
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300 |a XI, 804 p. 189 illus., 7 illus. in color.  |b online resource. 
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490 1 |a Springer Handbooks of Computational Statistics 
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 Finance. 
650 0 |a Computer mathematics. 
650 1 4 |a Statistics. 
650 2 4 |a Statistics for Business/Economics/Mathematical Finance/Insurance. 
650 2 4 |a Computational Mathematics and Numerical Analysis. 
650 2 4 |a Finance, general. 
700 1 |a Duan, Jin-Chuan.  |e editor. 
700 1 |a Härdle, Wolfgang Karl.  |e editor. 
700 1 |a Gentle, James E.  |e editor. 
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776 0 8 |i Printed edition:  |z 9783642172533 
830 0 |a Springer Handbooks of Computational Statistics 
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