Name: Asset Pricing: Modeling and Estimation (Springer Finance)
ISBN: 9783540246978

Book information

Authors: B.Philipp Kellerhals verified identity
First published: 2010
Editions known: 2
Publishers: Springer Berlin Heidelberg
Languages: eng
ISBN-13: 9783540246978, 9783642058790
Main topics: Asset Pricing
Also covers: Quantitative Finance, Financial Econometrics, Fixed Income
Related site topics: Factor Investing & Asset Pricing, Fixed Income & Interest Rates, Volatility Modeling & Forecasting

Overview

Asset Pricing is a book by B.Philipp Kellerhals, first published in 2010. In this catalogue it is classified mainly under Asset Pricing, with secondary coverage of Quantitative Finance, Financial Econometrics and Fixed Income.

Audience and depth. The rule-based model places its mathematical difficulty at advanced level (7/10); readers are typically expected to know calculus, differential equations, linear algebra, numerical analysis, probability theory, statistics and stochastic processes.

Orientation. The theory-versus-practice balance could not be determined from metadata. The archive holds 6 papers whose topics and vocabulary overlap with this book; those links are inferred (see the research connections below).

How to read this page. Topics, difficulty, prerequisites and orientation are model-derived (rule-based, rule_based_v1) from bibliographic metadata such as title, subject headings and edition data. They were not produced by reading the book and are not a review. Relevance confidence is 98% and difficulty confidence is 85%; the catalogue lists no ratings or awards.

Research assessment

Rule-based and model-derived from metadata (title, subject headings, edition data). These are not reviews or ratings; see the evidence below.

Quant-finance relevance	69/100 confidence 98% Score 68.9/100. Strongest: quant_relevance 0.99, technical_depth 0.66; weakest: practical_applicability 0.06. Evidence: title:'asset pricing', subjects:'quantitative finance', ol_description:'financial engineering'.
Mathematical difficulty	Advanced (7/10) confidence 85%
Prerequisites	calculus, differential equations, linear algebra, numerical analysis, probability theory, statistics, stochastic processes
Metadata quality	97%

Difficulty evidence (5 signals)

binomial_models matched in ol_description: “discrete-time”
econometrics matched in ol_description: “econometric”
econometrics matched in subjects: “econometric”
sde_pde matched in ol_description: “pde”
stochastic_processes matched in openalex_topics: “stochastic processes”

Research connections

Related papers on this site

Similarity of research area (shared vocabulary, topics and methods). Not citations: the paper does not necessarily cite this book.

Mean Field Equilibrium Asset Pricing Models With Exponential Utility Topic similarity inferred similarity 0.45
Stochastic Approaches to Asset Price Analysis Topic similarity inferred similarity 0.44
Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach Topic similarity inferred similarity 0.44
Valuation Measure of the Stock Market using Stochastic Volatility and Stock Earnings Topic similarity inferred similarity 0.44
Jump detection in financial asset prices that exhibit U-shape volatility Topic similarity inferred similarity 0.44
Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades Methodological overlap inferred similarity 0.38

External resources

Open Library
DOI
Search on Amazon (ISBN-13 9783642058790) (search link; may be an affiliate link)

Relationship graph

Solid lines are verified facts (authorship from persistent identifiers, editions); dashed lines are inferred by rules or similarity. Open in the full explorer.

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