Asset Pricing: Modeling and Estimation

by B.Philipp Kellerhals

This updated second edition provides a framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering and the capital market data from discrete-time intervals. Starting with a comprehensive treatment of the particular stochastic modeling and econometric estimation framework, the main part of the book covers applications to risky assets traded on the markets for funds, fixed-income products and electricity...

• Format: Paperback
• Language: English
• ISBN: 3642058795
• ISBN13: 9783642058790
• Release Date: December 2010
• Publisher: Springer
• Length: 243 Pages
• Weight: 0.81 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"