Handbook of Computational Finance - Couverture rigide

9783642172533: Handbook of Computational Finance

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ISBN 10 : 3642172539 ISBN 13 : 9783642172533

Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 2011

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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.

Les informations fournies dans la section � Synopsis � peuvent faire r�f�rence � une autre �dition de ce titre.

� propos de l?auteur

Jin-Chuan Duan is the Director of Risk Management Institute at the National University of Singapore (NUS) and concurrently holds the Cycle & Carriage Professorship in Finance at the NUS Business School. Duan received his Ph.D. in Finance from the University of Wisconsin-Madison. He specializes in financial engineering and risk management, and is known for his work on the GARCH option pricing model. Duan is an Academician of Academia Sinica.

Wolfgang Karl H�rdle is professor of statistics at the Humboldt-Universit�t 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.

James E. Gentle is University Professor of Computational Statistics at George Mason University. His research interests include Monte Carlo methods and computational finance. He is an elected member of ISI and a Fellow of the American Statistical Association.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.

�diteurSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
Date d'�dition2011
ISBN 10 3642172539
ISBN 13 9783642172533
ReliureReli�
Langueanglais
Nombre de pages804
�diteurDuan Jin-Chuan, H�rdle Wolfgang Karl, Gentle James E.
Coordonn�es du fabricantnon disponible

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Handbook of Computational Finance

Duan, Jin-Chuan|H�rdle, Wolfgang Karl|Gentle, James E.

Edit� par Springer Berlin Heidelberg, 2011

ISBN 10 : 3642172539 ISBN 13 : 9783642172533

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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Modern financial ToolsComputianal efficient algorithmsPricing of complex productsRisk behaviorPricing kernelsJin-Chuan Duan is the Director of Risk Management Institute at the National University of Singap. N� de r�f. du vendeur 5051373

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Handbook of Computational Finance

Jin-Chuan Duan

Edit� par Springer Berlin Heidelberg, 2011

ISBN 10 : 3642172539 ISBN 13 : 9783642172533

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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. N� de r�f. du vendeur 9783642172533

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Handbook of Computational Finance

Jin-Chuan Duan

Edit� par Springer Berlin Heidelberg Okt 2011, 2011

ISBN 10 : 3642172539 ISBN 13 : 9783642172533

Neuf Couverture rigide

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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne

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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 816 pp. Englisch. N� de r�f. du vendeur 9783642172533

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Handbook of Computational Finance

Jin-Chuan Duan

Edit� par Springer Berlin Heidelberg, Springer Berlin Heidelberg Okt 2011, 2011

ISBN 10 : 3642172539 ISBN 13 : 9783642172533

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Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne

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Buch. Etat : Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 816 pp. Englisch. N� de r�f. du vendeur 9783642172533

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