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Field name	Details
Dewey Class	330.015195
Title	Handbook of Computational Finance ([Ebook]) / edited by Jin-Chuan Duan, Wolfgang Karl Härdle, James E. Gentle.
Author	Duan, Jin-Chuan
Added Personal Name	Härdle, Wolfgang Karl. , 1953-
Added Personal Name	Gentle, James E.
Other name(s)	SpringerLink (Online service)
Publication	Berlin, Heidelberg : Springer
Publication	, 2012.
Physical Details	XI, 804 pages : 189 illus., 7 illus. in color. : online resource.
Series	Springer Handbooks of Computational Statistics
ISBN	9783642172540
Summary Note	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 âfairâ 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.:
Contents note	Introduction -- Pricing Models -- Statistical Inference in Financial Models -- Computational Methods -- Software Tools -- Possible further Topics: Realized Volatility/High Frequency Data.-Microstructure Empirical Analysis -- Option Pricing -- GARCH and Diffusion Jump Limits -- Interest Rate Derivatives.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-3-642-17254-0
Links to Related Works	Subject References: Computational Mathematics and Numerical Analysis . Computer Science . Economics . Finance/Investment/Banking . Statistics . Statistics for Business/Economics/Mathematical Finance/Insurance . Authors: Duan, Jin-Chuan . editor . Gentle, James E. . Härdle, Wolfgang Karl. 1953- . Corporate Authors: SpringerLink (Online service) . Series: Springer Handbooks of Computational Statistics . Classification: 330.015195 .

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Handbook of Computational Finance

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