Pathwise Estimation and Inference for Diffusion Market Models / Najlacnejšie knihy
Pathwise Estimation and Inference for Diffusion Market Models

Code: 21084175

Pathwise Estimation and Inference for Diffusion Market Models

by Yee, Hin Lin (University of Technology SydneyP.O. Box 123Broadway, NSW 2007Sydney, Australia), Nikolai Dokuchaev

Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied ... more

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Book synopsis

Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants' aggregate view on important financial parameters such as implied volatility, discount r

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

156.69 €

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