Handbook of Computational Finance
(Sprache: Englisch)
The latest volume in the Springer Handbooks of Computational Statistics series covers the full range of finance, including the modern class of financial tools, computational efficient algorithms, the pricing of complex products, risk behavior and much more.
Jetzt vorbestellen
versandkostenfrei
Buch (Gebunden)
213.99 €
Produktdetails
Produktinformationen zu „Handbook of Computational Finance “
The latest volume in the Springer Handbooks of Computational Statistics series covers the full range of finance, including the modern class of financial tools, computational efficient algorithms, the pricing of complex products, risk behavior and much more.
Klappentext zu „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 assessment of the characteristics of the underlying assets with respect to the expected rate of growth, future dividends, volatility, and other relevant market factors. Some of these factors that affect the price can be measured at the time of a transaction with reasonably high accuracy. Most factors, however, relate to expectations about the future and to subjective issues, such as current management, corporate policies and market environment, that could affect the future financial performance of the underlying assets. Models are thus needed to describe the stochastic factors and environment, and their implementations inevitably require computational finance tools.Inhaltsverzeichnis zu „Handbook of Computational Finance “
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.
Autoren-Porträt
Jin-Chuan DUAN Director of Risk Management Institute &Cycle & Carriage Professor of Finance National University of SingaporeJames Gentle University Professor of Computational StatisticsHis appointment at George Mason is in the Computational and Data Sciences Department of the College of Science.His interests include statistical computing, computational statistics, simulation, robust statistics, survey sampling, and computational finance. His interests in survey sampling include optimal design, calibration, and imputation. His interests in financial applications center primarily on the pricing of derivatives. James Genlte active in the American Statistical Association, especially the Statistical Computing Section and the Statistical Graphics Section. He is the Past Chair of the Graphics Section, and has held all of the offices of the Statistical Computing Section over the past quarter century. He is also on the council of the International Association for Statistical Computing. Wolfgang Karl Härdle is a professor of statistics at the Humboldt-Universität zu Berlin and director of C.A.S.E. - the Centre for Applied Statistics and Economics. He teaches quantitative finance and semiparametric statistical methods. His research focuses on dynamic factor models, multivariate statistics in finance and computational statistics. He is an elected ISI member and advisor to the Guanghua School of Management, Peking University and to National Central University, Taiwan.
Bibliographische Angaben
- 2011, XI, 804 Seiten, Maße: 16 x 24,1 cm, Gebunden, Englisch
- Herausgegeben: Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle
- Verlag: Springer, Berlin
- ISBN-10: 3642172539
- ISBN-13: 9783642172533
Sprache:
Englisch
Pressezitat
From the reviews:"This handbook provides a carefully chosen survey of the concepts and methods of computational finance, ranging from basic background material through the current frontier of research ... . This handbook is an authoritative and valuable account of an important field. I am sure that it will be an important reference source for researchers and practitioners." (Lasse Koskinen, International Statistical Review, Vol. 81 (3), 2014)
Kommentar zu "Handbook of Computational Finance"
0 Gebrauchte Artikel zu „Handbook of Computational Finance“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Handbook of Computational Finance".
Kommentar verfassen