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Semiparametric Modeling of Implied Volatility - Springer Finance Matthias R. Fengler 2005 edition
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Semiparametric Modeling of Implied Volatility - Springer Finance
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 second part covers estimation techniques that are natural candidates to meet the challenges in implied volatility surfaces.
224 pages, 61 black & white illustrations, 15 black & white tables, biography
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2005. gada 19. oktobris |
| ISBN13 | 9783540262343 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 224 |
| Izmēri | 157 × 236 × 13 mm · 367 g |
| Valoda | Angļu |
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