Handbook of Computational Finance
. Ed(s): Duan, Jin-Chuan; Hardle, Wolfgang Karl; Gentle, James E.
ISBN 10: 3642172539 ISBN 13: 9783642172533
Editorial: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2011
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Descripción
Descripción:
The latest volume in the Springer Handbooks of Computational Statistics series covers the full range of finance, including the modern class of financial tools, computational efficient algorithms, the pricing of complex products, risk behavior and much more. Editor(s): Duan, Jin-Chuan; Hardle, Wolfgang Karl; Gentle, James E. Series: Springer Handbooks of Computational Statistics. Num Pages: 804 pages, biography. BIC Classification: KFFK; KJQ; PBKS. Category: (P) Professional & Vocational. Dimension: 243 x 167 x 48. Weight in Grams: 1334. . 2011. 2012. Hardback. . . . . Books ship from the US and Ireland. N° de ref. del artículo V9783642172533
Sinopsis:
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.
Acerca del autor:
Jin-Chuan Duan is the Director of Risk Management Institute at the National University of Singapore (NUS) and concurrently holds the Cycle & Carriage Professorship in Finance at the NUS Business School. Duan received his Ph.D. in Finance from the University of Wisconsin-Madison. He specializes in financial engineering and risk management, and is known for his work on the GARCH option pricing model. Duan is an Academician of Academia Sinica.
Wolfgang Karl Härdle is professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. – the Centre for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.
James E. Gentle is University Professor of Computational Statistics at George Mason University. His research interests include Monte Carlo methods and computational finance. He is an elected member of ISI and a Fellow of the American Statistical Association.
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Detalles bibliográficos
Título: Handbook of Computational Finance
Editorial: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Año de publicación: 2011
Encuadernación: Encuadernación de tapa dura
Condición: New
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Handbook of Computational Finance
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ISBN 10: 3642172539
ISBN 13: 9783642172533
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Modern financial ToolsComputianal efficient algorithmsPricing of complex productsRisk behaviorPricing kernelsJin-Chuan Duan is the Director of Risk Management Institute at the National University of Singap. Nº de ref. del artículo: 5051373
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Handbook of Computational Finance (Springer Handbooks of Computational Statistics)
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Handbook of Computational Finance (Hardcover)
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Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2011
ISBN 10: 3642172539
ISBN 13: 9783642172533
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Hardcover. Condición: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9783642172533
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ISBN 10: 3642172539
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Buch. Condición: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 816 pp. Englisch. Nº de ref. del artículo: 9783642172533
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9783642172533
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Handbook of Computational Finance
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ISBN 10: 3642172539
ISBN 13: 9783642172533
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 816 pp. Englisch. Nº de ref. del artículo: 9783642172533
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