Pathwise Estimation and Inference for Diffusion Market Models - Lin Yee Hin,Nikolai Dokuchaev
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Saadetis 17-23 tööpäeva jooksul
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This book discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount rate, and future interest rate, and their uncertainty thereof.
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Kirjeldus
This book discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount rate, and future interest rate, and their uncertainty thereof.
Lisateave
| Autor | Lin Yee Hin, Nikolai Dokuchaev |
|---|---|
| Kirjastaja | CRC Press |
| Väljalaskeaasta | 2019 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9781138591646 |