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Book Categories |
1 | Overview of the Study | 1 |
I | Modeling and Estimation Principles | 5 |
2 | Stochastic Environment | 7 |
3 | State Space Notation | 11 |
4 | Filtering Algorithms | 15 |
5 | Parameter Estimation | 29 |
II | Pricing Equities | 35 |
6 | Introduction | 37 |
7 | Valuation Model | 43 |
8 | First Empirical Results | 55 |
9 | Implications for Investment Strategies | 71 |
10 | Summary and Conclusions | 83 |
III | Term Structure Modeling | 85 |
11 | Introduction | 87 |
12 | Term Structure Model | 97 |
13 | Initial Characteristic Results | 105 |
14 | Risk Management and Derivatives Pricing | 129 |
15 | Calibration to Standard Instruments | 147 |
16 | Summary and Conclusions | 175 |
IV | Pricing Electricity Forwards | 177 |
17 | Introduction | 179 |
18 | Electricity Pricing Model | 189 |
19 | Empirical Inference | 201 |
20 | Summary and Conclusions | 221 |
List of Symbols and Notation | 223 | |
List of Tables | 227 | |
List of Figures | 229 | |
Bibliography | 231 |
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Add Financial Pricing Models in Continuous Time and Kalman Filtering, 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 P, Financial Pricing Models in Continuous Time and Kalman Filtering to the inventory that you are selling on WonderClubX
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Add Financial Pricing Models in Continuous Time and Kalman Filtering, 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 P, Financial Pricing Models in Continuous Time and Kalman Filtering to your collection on WonderClub |