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Pathwise Estimation and Inference for Diffusion Market Models Nikolai Dokuchaev 1. izdaja
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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, 20 Illustrations, black and white
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 28. marca 2019 |
| ISBN13 | 9781138591646 |
| Založniki | Taylor & Francis Ltd |
| Strani | 224 |
| Dimenzije | 241 × 162 × 20 mm · 504 g |
| Jezik | Angleščina |
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