HOME > Detail View

Detail View

Asset pricing : modeling and estimation 2nd ed

Asset pricing : modeling and estimation 2nd ed (Loan 6 times)

Material type
단행본
Personal Author
Kellerhals, B. Philipp, 1971-. Kellerhals, B. Philipp, 1971-.
Title Statement
Asset pricing : modeling and estimation / B. Philipp Kellerhals.
판사항
2nd ed.
Publication, Distribution, etc
Berlin :   Springer,   2004.  
Physical Medium
xiv, 243 p. ; 24 cm.
Series Statement
Springer finance
ISBN
3540208534 9783540208532
General Note
The 1st ed. was published as v. 506 in the series, Lecture notes in economics and mathematical systems, under the title: Financial pricing models in continuous time and Kalman filtering. Berlin ; New York : Springer, c2001.  
Bibliography, Etc. Note
Includes bibliographical references (p. 226-240) and index.
Subject Added Entry-Topical Term
Finance -- Mathematical models. Investments -- Mathematical models. Assets (Accounting) -- Prices -- Econometric models. Prices -- Mathematical models. Kalman filtering.
000 01500namuu2200361 a 4500
001 000045164808
005 20110621133203
008 040915s2004 gw b 001 0 eng
010 ▼a 2006299566
020 ▼a 3540208534
020 ▼a 9783540208532
035 ▼a (KERIS)REF0000128
040 ▼a 211017 ▼c 211017 ▼d 999999 ▼d 211009
050 0 0 ▼a HG176.5 ▼b .K45 2004
082 0 4 ▼a 332/.01/5118 ▼2 22
084 ▼a 332.015118 ▼2 DDCK
090 ▼a 332.015118 ▼b K29f2
100 1 ▼a Kellerhals, B. Philipp, ▼d 1971-.
245 1 0 ▼a Asset pricing : ▼b modeling and estimation / ▼c B. Philipp Kellerhals.
250 ▼a 2nd ed.
260 ▼a Berlin : ▼b Springer, ▼c 2004.
300 ▼a xiv, 243 p. ; ▼c 24 cm.
490 1 ▼a Springer finance
500 ▼a The 1st ed. was published as v. 506 in the series, Lecture notes in economics and mathematical systems, under the title: Financial pricing models in continuous time and Kalman filtering. Berlin ; New York : Springer, c2001.
504 ▼a Includes bibliographical references (p. 226-240) and index.
650 0 ▼a Finance ▼x Mathematical models.
650 0 ▼a Investments ▼x Mathematical models.
650 0 ▼a Assets (Accounting) ▼x Prices ▼x Econometric models.
650 0 ▼a Prices ▼x Mathematical models.
650 0 ▼a Kalman filtering.
700 1 ▼a Kellerhals, B. Philipp, ▼d 1971-. ▼t Financial pricing models in continuous time and Kalman filtering.
830 0 ▼a Springer finance.

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.015118 K29f2 Accession No. 111318283 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.015118 K29f2 Accession No. 121210640 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.015118 K29f2 Accession No. 111318283 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Science & Engineering Library/Sci-Info(Stacks2)/ Call Number 332.015118 K29f2 Accession No. 121210640 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

Asset Pricing Framework: Financial Modeling.- Estimation Principles.- Pricing Equities: Introduction and Survey.- Valuation Model.- First Empirical Results.- Implications for Investment Strategies.- Summaryand Conclusions.- Pricing Fixed-Income Securities: Introduction and Survey.- Term Structure Model.- Initial Characteristic Results.- Risk Management and Derivates Pricing.- Calibration to Standard Instruments.- Summary and Conclusions.- Pricing Electricity Forwards: Introduction and Survey.- Electricity Pricing Model.- Empirical Inference.- Summary and Conclusions.- List of Symbols and Notation.- List of Tables.- List of Figures.- References.- Index.


Information Provided By: : Aladin

New Arrivals Books in Related Fields

Ingham, Geoffrey K. (2020)