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A comprehensive three‑volume reference that integrates quantitative finance theory, empirical methodology, and risk management tools. Edited by Cheng‑Few Lee, Alice C. Lee, and John Lee, the handbook compiles contributions from leading academics and practitioners. It spans core topics such as portfolio theory, option pricing, stochastic processes, and model risk, providing in-depth theoretical discussions alongside real‑world applications.
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Publisher: Springer
Publishing Year: 2010
ISBN: 978‑0‑387‑77116‑8
Pages: 1,716