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Pathwise Estimation and Inference for Diffusion Market Models

By Nikolai Dokuchaev

Pathwise Estimation and Inference for Diffusion Market Models Mathematics

Pathwise Estimation and Inference for Diffusion Market Models

By Nikolai Dokuchaev

0 - Default Title
Description
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.
Product details
Edition:
illustrated
Number of Pages:
238
Release Date:
2019-03-28
Publication Date:
2019-03-28
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
1138591645
ISBN13:
9781138591646
Weight:
526 g
Height:
161 cm
Width:
240 cm
Thickness:
17 cm
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