£108.62

Springer Asset Pricing: Modeling and Estimation (2nd Edition)

Name: Springer Asset Pricing: Modeling and Estimation (2nd Edition)
Brand: Springer
Price: 108.62 GBP
Availability: InStock

Econometrics

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Description

Bridge the gap between continuous-time pricing practices in financial engineering and discrete-time capital market data with this updated second edition of Asset Pricing: Modeling and Estimation. This Springer Finance text provides a professional framework for navigating the complexities of stochastic modeling and econometric estimation. The book offers a deep look into practical applications for various asset classes. Readers will find detailed coverage of risky assets traded in fund markets, fixed-income products, and electricity derivatives. This edition is reorganized to improve flow and clarity for students and professionals in the field of econometrics and finance. This updated version introduces a new chapter focused on financial modeling. This section discusses vital PDE and EMM approaches, making it a comprehensive resource for those studying the mathematical foundations of modern asset pricing and market data analysis.

Key Features

Connects continuous-time financial engineering practices with real-world discrete-time capital market data.

Provides a comprehensive treatment of stochastic modeling and econometric estimation frameworks.

Covers diverse market applications including funds, fixed-income products, and electricity derivatives.

Includes a new chapter dedicated to financial modeling with PDE and EMM approaches.

Offers a reorganized structure designed for better navigation of complex pricing topics.

Product Specifications

Brand: Springer
Format: Paperback
ASIN: 3642058795
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 06 December 2010
Listed Since: 20 September 2010

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Springer Asset Pricing: Modeling and Estimation (2nd Edition)

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