Asset pricing : Kellerhals, B. Philipp,
Material type:
TextSeries: Springer financePublication details: Berlin ; | New York : Springer, 2004Edition: 2nd edDescription: xiv, 243 p. : ill. ; 24 cmISBN: - 3540208534 | 9783540208532
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MATH-LiB General Stack | MATH-LiB | NFIC | 332.63222 P041 (Browse shelf(Opens below)) | Available | 184918 |
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| 332.632 P051 Course in derivative securities : | 332.632 P09 Synthetic CDOs : | 332.63222 P04 Irrational Exuberance Reconsidered / | 332.63222 P041 Asset pricing : | 332.63222 P05 Semiparametric modeling of implied volatility / | 332.63228 P Quantitative modeling of derivative securities : | 332.6322830151 P04 Quantum finance : |
The 1st ed. was published as v. 506 in the series, Lecture notes in economics and mathematical systems, under the title: Financial pricing models in continuous time and Kalman filtering. Berlin ; New York : Springer, c2001.
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