Pathwise estimation and inference for diffusion market models /

Pathwise estimation and inference for diffusion market models /

Show other versions (1)

Pathwise estimation and inference for diffusion market models 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, future interest rate, and their uncer...

Full description

Saved in:
Bibliographic Details
Main Authors: Dokuchaev, Nikolai (Author), Hin, Lin Yee (Author)
Format: Electronic eBook
Language:English
Published: Boca Raton, FL : CRC Press, [2019]
Subjects:
Stock exchanges > Mathematical models.
Capital market > Mathematical models.
Finance > Mathematical models.
Stochastic processes.
BUSINESS & ECONOMICS / Finance.
MATHEMATICS / General
MATHEMATICS / Probability & Statistics / General
Online Access:Taylor & Francis
OCLC metadata license agreement
Tags: Add Tag
No Tags, Be the first to tag this record!

Internet

Taylor & Francis
OCLC metadata license agreement

Similar Items