Handbook of Computational Finance

by James E. Gentle, Wolfgang Karl Härdle, Jin-Chuan Duan

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 3662507072
• ISBN13: 9783662507070
• Release Date: August 2016
• Publisher: Springer
• Length: 804 Pages
• Weight: 2.48 lbs.
• Dimensions: 1.6" x 6.1" x 9.2"