Asset pricing : modeling and estimation ; with 30 tables
B. Philipp Kellerhals
| Year of publication: |
2004 ; 2. ed.
|
|---|---|
| Authors: | Kellerhals, Boris Philipp |
| Other Persons: | Kellerhals, Boris Philipp (contributor) |
| Publisher: |
Berlin : Springer |
| Subject: | Finanzanalyse | Financial analysis | CAPM | Zinsstruktur | Yield curve | Optionspreistheorie | Option pricing theory | Rohstoffderivat | Commodity derivative | Schätztheorie | Estimation theory | Schätzung | Estimation | Theorie | Theory | USA | United States | Zustandsraummodell | State space model | Kalman-Filter | Elektrizitätswirtschaft | Forward-Kontrakt | Optionspreis |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XIV, 243 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | 1. Aufl. u.d.T.: Financial pricing models in continuous time and Kalman filtering |
| ISBN: | 3-540-20853-4 |
| Classification: | Angewandte Mathematik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001857154