| 000 | 03111nam a22005055i 4500 | ||
|---|---|---|---|
| 001 | 978-3-642-17254-0 | ||
| 003 | DE-He213 | ||
| 005 | 20140220083256.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 111024s2012 gw | s |||| 0|eng d | ||
| 020 |
_a9783642172540 _9978-3-642-17254-0 |
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| 024 | 7 |
_a10.1007/978-3-642-17254-0 _2doi |
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| 050 | 4 | _aQA276-280 | |
| 072 | 7 |
_aPBT _2bicssc |
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| 072 | 7 |
_aK _2bicssc |
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| 072 | 7 |
_aBUS061000 _2bisacsh |
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| 082 | 0 | 4 |
_a330.015195 _223 |
| 100 | 1 |
_aDuan, Jin-Chuan. _eeditor. |
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| 245 | 1 | 0 |
_aHandbook of Computational Finance _h[electronic resource] / _cedited by Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2012. |
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| 300 |
_aXI, 804p. 189 illus., 7 illus. in color. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _bPDF _2rda |
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| 490 | 1 | _aSpringer Handbooks of Computational Statistics | |
| 505 | 0 | _aIntroduction -- 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. | |
| 520 | _aAny 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. | ||
| 650 | 0 | _aStatistics. | |
| 650 | 0 |
_aComputer science _xMathematics. |
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| 650 | 0 |
_aEconomics _xStatistics. |
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| 650 | 1 | 4 | _aStatistics. |
| 650 | 2 | 4 | _aStatistics for Business/Economics/Mathematical Finance/Insurance. |
| 650 | 2 | 4 | _aComputational Mathematics and Numerical Analysis. |
| 650 | 2 | 4 | _aFinance/Investment/Banking. |
| 700 | 1 |
_aHärdle, Wolfgang Karl. _eeditor. |
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| 700 | 1 |
_aGentle, James E. _eeditor. |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
| 776 | 0 | 8 |
_iPrinted edition: _z9783642172533 |
| 830 | 0 | _aSpringer Handbooks of Computational Statistics | |
| 856 | 4 | 0 | _uhttp://dx.doi.org/10.1007/978-3-642-17254-0 |
| 912 | _aZDB-2-SMA | ||
| 999 |
_c101872 _d101872 |
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