Librería: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Alemania
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Añadir al carritogebundene Ausgabe. Condición: Gut. 2nd edition;. 243 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 520.
Librería: SpringBooks, Berlin, Alemania
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Añadir al carritoHardcover. Condición: As New. 2. Auflage. will be dispatched immediately.
Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de America
EUR 102,41
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Añadir al carritoCondición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Librería: Basi6 International, Irving, TX, Estados Unidos de America
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Añadir al carritoCondición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 165,79
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Añadir al carritoCondición: New. In.
Idioma: Inglés
Publicado por Springer Berlin Heidelberg, Springer Berlin, 2004
ISBN 10: 3540208534 ISBN 13: 9783540208532
Librería: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, Alemania
EUR 189,90
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Añadir al carritoHardcover. Condición: gut. 2004. Asset Pricing *** WIE NEU *** In deutscher Sprache. pages.
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 168,73
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Añadir al carritoBuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economies a la Ingersoll (1987) as weIl as for accu rate estimation techniques a la Hamilton (1994b) when it comes to empirical inferences of the specified model. The idea behind this book on hand is to provide the reader with a canonical framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering and the capital market data inevitably only available at discrete time intervals. Three major financial markets are to be examined for which we select the equity market, the bond market, and the electricity market. In each mar ket we derive new valuation models to price selected financial instruments in continuous-time. The decision criterium for choosing a continuous-time model ing framework is the richness of the stochastic theory available for continuous time processes with Merton's pioneering contributions to financial economics, collected in Merton (1992). The continuous-time framework, reviewed and as sessed by Sundaresan (2000), allows us to obtain analytical pricing formulae that would be unavailable in a discrete time setting. However, at the time of implementing the derived theoretical pricing models on market data, that is necessarily sampled at discrete time intervals, we work with so-called exact discrete time equivalents a la Bergstrom (1984). We show how to conveniently work within astate space framework which we derive in a general setting as weIl as explicitly for each of the three applications.
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Añadir al carritoHardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Publicado por Praeger Publishers Inc, 1997
ISBN 10: 3540208534 ISBN 13: 9783540208532
Librería: Studibuch, Stuttgart, Alemania
EUR 27,41
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Añadir al carritohardcover. Condición: Gut. 191 Seiten; 9783540208532.3 Gewicht in Gramm: 1.
Publicado por Praeger Publishers Inc, 1997
ISBN 10: 3540208534 ISBN 13: 9783540208532
Librería: Studibuch, Stuttgart, Alemania
EUR 27,41
Cantidad disponible: 2 disponibles
Añadir al carritohardcover. Condición: Wie neu. 191 Seiten; 9783540208532.1 Gewicht in Gramm: 1.
Idioma: Inglés
Publicado por Springer Berlin Heidelberg, 2004
ISBN 10: 3540208534 ISBN 13: 9783540208532
Librería: moluna, Greven, Alemania
EUR 136,16
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Añadir al carritoGebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives.Integrates the latest research and includes a new chapter on financial modeling. |The modern field of asset pricing asks for sound pri.
Idioma: Inglés
Publicado por Springer Berlin Heidelberg Apr 2004, 2004
ISBN 10: 3540208534 ISBN 13: 9783540208532
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 160,49
Cantidad disponible: 2 disponibles
Añadir al carritoBuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives.Integrates the latest research and includes a new chapter on financial modeling. 260 pp. Englisch.
Idioma: Inglés
Publicado por Springer, Springer Spektrum Apr 2004, 2004
ISBN 10: 3540208534 ISBN 13: 9783540208532
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
EUR 160,49
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Añadir al carritoBuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This updated second edition provides a framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering and the capital market data from discrete-time intervals. Starting with a comprehensive treatment of the particular stochastic modeling and econometric estimation framework, the main part of the book covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives. The second edition includes a new chapter on financial modeling which discusses vital PDE- and EMM-approaches. The reorganized and improved text further integrates the latest research contributions in the three covered application fields.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 264 pp. Englisch.