Handbook of Computational Finance

• 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: Statistics.; Finance.; Computer mathematics.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Computational Mathematics and Numerical Analysis.; Finance, general.

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...

Πίνακας περιεχομένων:

• 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.