Asset Pricing: Modeling and Estimation / Edition 2

Asset Pricing: Modeling and Estimation / Edition 2

by B.Philipp Kellerhals
     
 

Covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives.
Integrates the latest research and includes a new chapter on financial modeling.See more details below

Overview

Covers applications to risky assets traded on the markets for funds, fixed-income products and electricity derivatives.
Integrates the latest research and includes a new chapter on financial modeling.

Product Details

ISBN-13:
9783540208532
Publisher:
Springer Berlin Heidelberg
Publication date:
05/27/2004
Series:
Springer Finance Series
Edition description:
2nd ed. 2004
Pages:
257
Product dimensions:
9.21(w) x 6.14(h) x 0.63(d)

Meet the Author

Table of Contents

Asset Pricing Framework: Financial Modeling.- Estimation Principles.- Pricing Equities: Introduction and Survey.- Valuation Model.- First Empirical Results.- Implications for Investment Strategies.- Summary and 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.

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