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: Hardcover
• Language: English
• ISBN: 3540208534
• ISBN13: 9783540208532
• Release Date: April 2004
• Publisher: Springer
• Length: 243 Pages
• Weight: 1.09 lbs.
• Dimensions: 0.8" x 6.4" x 9.4"