Kód: 21084175
Pathwise Estimation and Inference for Diffusion Market Models
Autor 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 ... celý popis
- Jazyk:
Angličtina - Väzba: Pevná
- Počet strán: 224
Nakladateľ: Taylor & Francis Ltd, 2019
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Viac informácií o knihe Pathwise Estimation and Inference for Diffusion Market Models
Nákupom získate 399 bodov
Anotácia knihy
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
Parametre knihy
Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics
165.28 €
- Celý názov: Pathwise Estimation and Inference for Diffusion Market Models
- Autor: Yee, Hin Lin (University of Technology SydneyP.O. Box 123Broadway, NSW 2007Sydney, Australia), Nikolai Dokuchaev
- Jazyk: Angličtina
- Väzba: Pevná
- Počet strán: 224
- EAN: 9781138591646
- ISBN: 1138591645
- ID: 21084175
- Nakladateľ: Taylor & Francis Ltd
- Hmotnosť: 504 g
- Rozmery: 162 × 241 × 20 mm
- Dátum vydania: 28. March 2019
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