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Pathwise Estimation and Inference for Diffusion Market Models 1. udgave
Nikolai Dokuchaev
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Pathwise Estimation and Inference for Diffusion Market Models 1. udgave
Nikolai Dokuchaev
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.
224 pages, 20 Illustrations, black and white
| Medie | Bøger Hardcover bog (Bog med hård ryg og stift omslag) |
| Udgivet | 28. marts 2019 |
| ISBN13 | 9781138591646 |
| Forlag | Taylor & Francis Ltd |
| Antal sider | 224 |
| Mål | 241 × 162 × 20 mm · 504 g |
| Sprog | Engelsk |
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