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Pathwise Estimation and Inference for Diffusion Market Models

Pathwise Estimation and Inference for Diffusion Market Models

Lin Yee Hin / Nikolai Dokuchaev

220,75 €
IVA incluido
Consulta disponibilidad
Editorial:
Taylor & Francis Ltd
Año de edición:
2019
Materia
Matemáticas
ISBN:
9781138591646

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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.

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