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Handbook of Computational Finance

Jin-Chuan Duan, Wolfgang Karl Härdle, and James E. Gentle, editors
Publisher: 
Springer
Publication Date: 
2012
Number of Pages: 
804
Format: 
Hardcover
Series: 
Springer Handbooks of Computational Statistics
Price: 
339.00
ISBN: 
9783642172533
Category: 
Handbook
We do not plan to review this book.

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.

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