Integrates the latest research and includes a new chapter on financial modeling.
本帖隐藏的内容
Editorial ReviewsReview
From the reviews of the second edition:
"This book provides a canonical framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering and the capital market data inevitably only available at discrete-time intervals. … The reorganized and improved text further integrates the latest research contributions in three covered application fields: equities with closed funds, fixed-income products and electricity derivatives." (T. Postelnicu, Zentralblatt MATH, Vol. 1086, 2006)
Product Details
- Series: Springer Finance
- Paperback: 243 pages
- Publisher: Springer; Softcover reprint of hardcover 2nd ed. 2004 edition (December 7, 2010)
- Language: English
- ISBN-10: 3642058795
- ISBN-13: 978-3642058790
- Product Dimensions: 6 x 0.6 x 9 inches