£108.62

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

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£110.43 £108.44 £108.87 £109.31 £109.74 £110.18 £110.61 26 January 2026 05 February 2026 15 February 2026 25 February 2026 07 March 2026

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1 day · current 16 days 24 days 0 6 12 18 24 £109 £110 £110 Days at Price

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Most common price: £110 (24 days, 58.5%)

Price range: £109 - £110

Price levels: 3 different prices over 41 days

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

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

Barcode

No barcode data available

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