Pathwise Estimation and Inference for Diffusion Market Models

¥32,490
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Pathwise Estimation and Inference for Diffusion Market Models

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Pathwise Estimation and Inference for Diffusion Market Models

¥32,490

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Product details

Pathwise Estimation and Inference for Diffusion Market Models

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.
  • Brand: Unbranded
  • Category: Education
  • Format: Hardback
  • Language: English
  • Publication Date: 2022-01-24
  • Publisher / Label: Taylor & Francis Ltd
  • Author: Pathwise Estimation and Inference for Diffusion Market Models
  • Number of Pages: 224
  • Fruugo ID: 489007552-1011578520
  • ISBN: 9781138591646
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