Handbook of Computational Finance

• Corporate Author: SpringerLink (Online service)
• Other Authors: Duan, Jin-Chuan (Editor), Härdle, Wolfgang Karl (Editor), Gentle, James E. (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
• Series: Springer Handbooks of Computational Statistics
• Subjects: 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...

Table of Contents:

• 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.