LIBROS DEL AUTOR: matthias r fengler

1 resultados para LIBROS DEL AUTOR: matthias r fengler

matthias r fengler Eliminar filtro Quitar filtros
  • Semiparametric Modeling of Implied Volatility
    Matthias R. Fengler
    This book offers recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces. The first part is devoted to smile-consistent pricing approaches. The second part covers estimation techniques that are natural candidates to meet the challenges in implied volat...
    Disponible

    97,25 €