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A comprehensive reference covering modern computational tools and techniques in finance, this handbook integrates advanced modeling, statistical inference, numerical methods, and software tools. It addresses asset pricing models (diffusion, jump-diffusion), estimation methods, Monte Carlo and simulation techniques, high-frequency data, and risk management, making it a foundational text for researchers, practitioners, and graduate students.
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Publisher: Springer
Publishing Year: 2011
ISBN: 978‑3‑642‑17253‑3
Pages: 804