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Pathwise Estimation and Inference for Diffusion Market Models 1. Painos
Nikolai Dokuchaev
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Pathwise Estimation and Inference for Diffusion Market Models 1. Painos
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
| Media | Kirjat Hardcover Book (Sidottu kirja kovilla kansilla sekä suojakannella) |
| Julkaisupäivämäärä | torstai 28. maaliskuuta 2019 |
| ISBN13 | 9781138591646 |
| Tuottaja | Taylor & Francis Ltd |
| Sivujen määrä | 224 |
| Mitta | 241 × 162 × 20 mm · 504 g |
| Kieli | English |
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