Handbook of Computational Finance
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...
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2012, 2012
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| Edition: | 1st ed. 2012 |
| Series: | Springer Handbooks of Computational Statistics
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| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
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