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Pathwise Estimation and Inference for Diffusion Market Models Nikolai Dokuchaev 1. izdevums
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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2019. gada 28. marts |
| ISBN13 | 9781138591646 |
| Izdevēji | Taylor & Francis Ltd |
| Lapas | 224 |
| Izmēri | 241 × 162 × 20 mm · 504 g |
| Valoda | Angļu |
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