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Financial Pricing Models in Continuous Time and Kalman Filtering (Lecture Notes in Economics & Mathematical Systems) - Softcover
Synopsis
The modern field of financial economics asks for sound pricing models grounded on the theory of financial decision making as well as for accurate estimation techniques when it comes to empirical inferences of the specified model. The volume Financial Pricing Models in Continuous Time and Kalman Filtering provides a framework that shows how to bridge the gap between the time-continuous pricing practice in financial engineering and the capital market data inevitably only available at discrete time intervals. Starting with the general framework we consider applications to financial instruments traded on the markets for funds, fixed income products, and electricity derivatives.
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Financial Pricing Models in Continuous Time and Kalman Filtering.
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
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Broschiert. Condition: Gut. 250 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; Einbandkanten sind leicht bestoßen; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 400. Seller Inventory # 1599046
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Financial pricing models in continuous time and Kalman filtering. Lecture notes in economics and mathematical systems ; 506
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Berlin : Springer Verlag, 2001
ISBN 10: 3540423648
ISBN 13: 9783540423645
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Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
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Broschiert. Condition: Gut. XIV, 247 Seiten : graph. Darst. Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 400. Seller Inventory # 1706673
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Financial Pricing Models in Continuous Time and Kalman Filtering
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paperback. Condition: Acceptable. Used Acceptable Dust Jacket NOT present. CD WILL BE MISSING. SHIPS FROM MULTIPLE LOCATIONS. book. Seller Inventory # ERICA80035404236482
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Financial Pricing Models in Continuous Time and Kalman Filtering (Lecture Notes in Economics and Mathematical Systems, 506) Kellerhals, B.Philipp
Seller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, Germany
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Condition: gut. 2001. Financial Pricing Models in Continuous Time and Kalman Filtering (Lecture Notes in Economics and Mathematical Systems, 506) In deutscher Sprache. pages. Seller Inventory # BN334670