Code: 21084175
Pathwise Estimation and Inference for Diffusion Market Models
by Yee, Hin Lin (University of Technology SydneyP.O. Box 123Broadway, NSW 2007Sydney, Australia), Nikolai Dokuchaev
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 ... more
- Language:
English - Binding: Hardback
- Number of pages: 224
Publisher: Taylor & Francis Ltd, 2019
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Book synopsis
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 r
Book details
Book category Books in English Mathematics & science Mathematics Applied mathematics
164.67 €
- Full title: Pathwise Estimation and Inference for Diffusion Market Models
- Author: Yee, Hin Lin (University of Technology SydneyP.O. Box 123Broadway, NSW 2007Sydney, Australia), Nikolai Dokuchaev
- Language: English
- Binding: Hardback
- Number of pages: 224
- EAN: 9781138591646
- ISBN: 1138591645
- ID: 21084175
- Publisher: Taylor & Francis Ltd
- Weight: 504 g
- Dimensions: 162 × 241 × 20 mm
- Date of publishing: 28. March 2019
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