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Springer Asset Pricing: Modeling and Estimation - Springer Finance

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Description

This updated second edition bridges continuous-time pricing practice in financial engineering with discrete-time capital market data, offering a comprehensive framework for professionals and researchers. The book provides detailed treatment of stochastic modeling and econometric estimation techniques, then applies these methods to risky assets across funds, fixed-income products and electricity derivatives markets. The second edition introduces a new chapter on financial modeling that explores vital PDE and EMM approaches, alongside reorganized content for improved clarity and accessibility. Designed for quantitative finance practitioners, academics and advanced students, this Springer Finance title combines theoretical rigour with practical application in modern asset pricing.

Key Features

Bridges continuous-time pricing practice with discrete-time capital market data using a comprehensive stochastic modeling framework.

Second edition includes new chapter on financial modeling covering essential PDE and EMM approaches for asset valuation.

Covers applications to risky assets in funds, fixed-income products and electricity derivatives with econometric estimation methods.

Provides detailed treatment of stochastic modeling and estimation techniques for quantitative finance professionals and researchers.

Reorganized structure improves clarity and accessibility for advanced students and practitioners in financial engineering.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
06 December 2010
Listed Since
20 September 2010

Barcode

No barcode data available

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