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| 001 |
5543003 |
| 003 |
ICU |
| 005 |
20080228095000.0 |
| 008 |
040712s2004 gw eng d |
| 020 |
|
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|a 3540208534
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| 040 |
|
|
|a NhCcYBP
|c NhCcYBP
|d UtOrBLW
|d OrLoB-B
|
| 050 |
|
4 |
|a HG176.5
|b .K45 2004
|
| 100 |
1 |
|
|a Kellerhals, B. Philipp,
|d 1971-
|0 http://id.loc.gov/authorities/names/n2001091155
|1 http://viaf.org/viaf/69183751
|
| 245 |
1 |
0 |
|a Asset pricing :
|b modeling and estimation.
|
| 250 |
|
|
|a 2nd ed.
|
| 260 |
|
|
|a Berlin ;
|a New York :
|b Springer,
|c c2004.
|
| 300 |
|
|
|a xiv, 243 p. ;
|c 24 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Springer finance
|
| 505 |
0 |
0 |
|g Pt. I.
|t Asset pricing framework --
|g 1.
|t Financial modeling --
|g 2.
|t Estimation principles --
|g Pt. II.
|t Pricing equities --
|g 3.
|t Introduction and survey --
|g 4.
|t Valuation model --
|g 5.
|t First empirical results --
|g 6.
|t Implications for investment strategies --
|g 7.
|t Summary and conclusions --
|g Pt. III.
|t Pricing fixed-income securites --
|g 8.
|t Introduction and survey --
|g 9.
|t Term structure model --
|g 10.
|t Initial characteristic results --
|g 11.
|t Risk management and derivatives pricing --
|g 12.
|t Calibration to standard instruments --
|g 13.
|t Summary and conclusions --
|g Pt. IV.
|t Pricing electricity forwards --
|g 14.
|t Introduction and survey --
|g 15.
|t Electricity pricing model --
|g 16.
|t Empirical inference --
|g 17.
|t Summary and conclusions.
|
| 650 |
|
0 |
|a Capital assets pricing model.
|0 http://id.loc.gov/authorities/subjects/sh85019932
|
| 650 |
|
0 |
|a Finance
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh85048260
|
| 650 |
|
0 |
|a Investments
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh85067718
|
| 650 |
|
0 |
|a Assets (Accounting)
|x Prices
|x Econometric models.
|
| 650 |
|
0 |
|a Prices
|x Mathematical models.
|0 http://id.loc.gov/authorities/subjects/sh2008109975
|
| 650 |
|
0 |
|a Kalman filtering.
|0 http://id.loc.gov/authorities/subjects/sh85071360
|
| 650 |
|
7 |
|a Assets (Accounting)
|x Prices
|x Econometric models.
|2 fast
|0 http://id.worldcat.org/fast/fst00819074
|
| 650 |
|
7 |
|a Finance
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00924398
|
| 650 |
|
7 |
|a Investments
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst00978277
|
| 650 |
|
7 |
|a Kalman filtering.
|2 fast
|0 http://id.worldcat.org/fast/fst00985838
|
| 650 |
|
7 |
|a Prices
|x Mathematical models.
|2 fast
|0 http://id.worldcat.org/fast/fst01076221
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 035 |
|
|
|a (OCoLC)56136299
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i c62868cc-9f32-5619-8167-21140e89dcd6
|s f77fbfd9-8dec-5f95-a723-5a43219027a5
|
| 928 |
|
|
|t Library of Congress classification
|a HG176.5 .K45 2004
|l JRL
|c JRL-Gen
|i 5098130
|
| 927 |
|
|
|t Library of Congress classification
|a HG176.5 .K45 2004
|l JRL
|c JRL-Gen
|e VAND
|b 69934630
|i 7791963
|
