Pathwise Estimation and Inference for Diffusion Market Models - Lin Yee Hin,Nikolai Dokuchaev
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Toimitus 17-23 arkipäivässä
30 päivän palautusoikeus
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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Kuvaus
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.
Lisätietoja
| Kirjoittaja | Lin Yee Hin, Nikolai Dokuchaev |
|---|---|
| Julkaisija | CRC Press |
| Julkaisuvuosi | 2019 |
| Kannen tyyppi | Kovakantinen |
| EAN | 9781138591646 |