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Pathwise Estimation and Inference for Diffusion Market Models Nikolai Dokuchaev 1er édition
Pathwise Estimation and Inference for Diffusion Market Models
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
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 18 décembre 2020 |
| ISBN13 | 9780367731212 |
| Éditeurs | Taylor & Francis Ltd |
| Pages | 224 |
| Dimensions | 150 × 220 × 10 mm · 453 g |
| Langue et grammaire | Anglais |