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- catalog contributor b12353919.
- catalog created "2001.".
- catalog date "2001".
- catalog date "2001.".
- catalog dateCopyrighted "2001.".
- catalog description "1. Overview of the Study -- I. Modeling and Estimation Principles -- 2. Stochastic Environment -- 3. State Space Notation -- 4. Filtering Algorithms -- 5. Parameter Estimation -- II. Pricing Equities -- 6. Introduction -- 7. Valuation Model -- 8. First Empirical Results -- 9. Implications for Investment Strategies -- 10. Summary and Conclusions -- III. Term Structure Modeling -- 11. Introduction -- 12. Term Structure Model -- 13. Initial Characteristic Results -- 14. Risk Management and Derivatives Pricing -- 15. Calibration to Standard Instruments -- 16. Summary and Conclusions -- IV. Pricing Electricity Forwards -- 17. Introduction -- 18. Electricity Pricing Model -- 19. Empirical Inference -- 20. Summary and Conclusions.".
- catalog description "Includes bibliographical references.".
- catalog extent "xiv, 247 p. :".
- catalog hasFormat "Financial pricing models in continuous time and Kalman filtering.".
- catalog identifier "3540423648 (pbk. : alk. paper)".
- catalog isFormatOf "Financial pricing models in continuous time and Kalman filtering.".
- catalog isPartOf "Lecture notes in economics and mathematical systems ; 506".
- catalog issued "2001".
- catalog issued "2001.".
- catalog language "eng".
- catalog publisher "Berlin ; New York : Springer,".
- catalog relation "Financial pricing models in continuous time and Kalman filtering.".
- catalog subject "332/.01/5118 21".
- catalog subject "Finance Mathematical models.".
- catalog subject "HG176.5 .K45 2001".
- catalog subject "Investments Mathematical models.".
- catalog subject "Kalman filtering.".
- catalog subject "Prices Mathematical models.".
- catalog tableOfContents "1. Overview of the Study -- I. Modeling and Estimation Principles -- 2. Stochastic Environment -- 3. State Space Notation -- 4. Filtering Algorithms -- 5. Parameter Estimation -- II. Pricing Equities -- 6. Introduction -- 7. Valuation Model -- 8. First Empirical Results -- 9. Implications for Investment Strategies -- 10. Summary and Conclusions -- III. Term Structure Modeling -- 11. Introduction -- 12. Term Structure Model -- 13. Initial Characteristic Results -- 14. Risk Management and Derivatives Pricing -- 15. Calibration to Standard Instruments -- 16. Summary and Conclusions -- IV. Pricing Electricity Forwards -- 17. Introduction -- 18. Electricity Pricing Model -- 19. Empirical Inference -- 20. Summary and Conclusions.".
- catalog title "Financial pricing models in continuous time and Kalman filtering / B. Philipp Kellerhals.".
- catalog type "text".