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- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 506)
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Table of contents (20 chapters)
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Front Matter
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Overview of the Study
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Modeling and Estimation Principles
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Front Matter
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Pricing Equities
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Front Matter
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Term Structure Modeling
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Front Matter
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About this book
Authors and Affiliations
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Gesellschaft für Wertpapieranlagen mbH, Deutscher Investment-Trust, Frankfurt am Main, Germany
B. Philipp Kellerhals
Bibliographic Information
Book Title: Financial Pricing Models in Continuous Time and Kalman Filtering
Authors: B. Philipp Kellerhals
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/978-3-662-21901-0
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2001
eBook ISBN: 978-3-662-21901-0Published: 11 November 2013
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: XIV, 250
Number of Illustrations: 2 b/w illustrations
Topics: Finance, general, Quantitative Finance, Econometrics