Pathwise Estimation and Inference for Diffusion Market Models
Lin Yee (University of Technology Sydney, Australia) Hin, Nikolai (Curtin University, Perth, WA, Australia) Dokuchaev
Taylor & Francis Ltd, 2020
87,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780367731212
- ISBN-10
- 0367731215
- Publisher
- Taylor & Francis Ltd
- Year
- 2020
- Publication date
- 2020-12-18
- Pages
- 224
- Dimensions
- 234x156x
- Weight
- 453