Analysis of Financial Market Models - Estimation, Pricing, and Efficiency SIEVERSMEDIEN
Analysis of Financial Market Models - Estimation, Pricing, and Efficiency SIEVERSMEDIEN
Analysis of Financial Market Models - Estimation, Pricing, and Efficiency SIEVERSMEDIEN

Analysis of Financial Market Models - Estimation, Pricing, and Efficiency

  • Brand: Cserna, Dr. Balázs
  • Availability: In stock
  • SKU: 9783941274884

€34,90

Time-continuous stochastic processes have been used in numerous financial market models for decades. In this work, important aspects of application - with regard to the estimation of parameters, evaluation of financial market contracts and recording the efficiency of capital markets - are primarily illustrated using selected examples and then possible...

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Time-continuous stochastic processes have been used in numerous financial market models for decades. In this work, important aspects of application - with regard to the estimation of parameters, evaluation of financial market contracts and recording the efficiency of capital markets - are primarily illustrated using selected examples and then possible solutions or explanations are presented.

Details

  • Title: Analysis of Financial Market Models
  • Subtitle: Estimation, Pricing, and Efficiency
  • Author: Dr. Balazs Cserna
  • Edition: 1st edition
  • Published: 1st edition 05.09.2011
  • Subject: Economics
  • Product Type: Book (Hardcover)
  • Product type: Dissertation
  • Language: German
  • Binding: Softcover (paperback)
  • Dimensions: 21.0 x 14.8 cm (DIN A5)
  • Scope: 106 pages
  • Condition: New (shrink-wrapped in foil)
  • Keywords: arbitrage, barrier reverse convertibles, valuation models, BRCs, CDS market, CDS premiums, continuous-time models, efficiency assessment, empirical results, estimation techniques, financial market, financial market contracts, financial market models, capital market, linear diffusion models, market spreads, model Spreads, Monte Carlo Simulations, Monte Carlo Results, Pricing Models, Sharpe Ratios, Stochastics, Swap Markets, Transaction Costs, Econometrics

Author

Balázs Cserna, born in 1978, works as a research assistant at the University of Frankfurt am Main. In 2008 he received, among other things, an award from the Economics department of the University of Heidelberg for performance in the exercises in statistics and econometrics as well as economic and social statistics.

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