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Search for author name: "Philipp B. Kellerhals" | Books found: 1
Asset Pricing: Modeling and Estimation (Springer Finance)
Asset Pricing: Modeling and Estimation (Springer Finance)
Author: Philipp B. Kellerhals | Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
The modern field of asset pricing asks for sound pricing models grounded on the theory of financial economics as well as for accurate estimation techniques when it comes to empirical inferences of the specified model. This book provides 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. Starting with a comprehensive treatment of the particular stochastic modeling and econometric estimation f…
Added: 15.05.2007ISBN: 3540208534Pages: 243Price: £ 67,45Lang.: English 
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