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Pathwise Estimation and Inference for Diffusion Market Models - Nikolai (Curtin University Dokuchaev - Bog

af Nikolai (Curtin University Dokuchaev
Pathwise Estimation and Inference for Diffusion Market Models af Nikolai (Curtin University Dokuchaev
Bag om Pathwise Estimation and Inference for Diffusion Market Models

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781138591646
  • Indbinding:
  • Hardback
  • Sideantal:
  • 224
  • Udgivet:
  • 28. Marts 2019
  • Størrelse:
  • 241x162x20 mm.
  • Vægt:
  • 504 g.
  • 2-3 uger.
  • 17. Oktober 2024
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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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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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