Pathwise Estimation and Inference for Diffusion Market Models (Chapman and Hall/CRC Financial Mathematics Series) - Hardcover

Yee, Hin Lin; Dokuchaev, Nikolai

 
9781138549180: Pathwise Estimation and Inference for Diffusion Market Models (Chapman and Hall/CRC Financial Mathematics Series)
Hardcover
ISBN 10: 1138549185 ISBN 13: 9781138549180
Publisher: CRC Press, 2020

This specific ISBN edition is currently not available.

Synopsis

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.

"synopsis" may belong to another edition of this title.

Publisher
CRC Press
Publication date
2020
Language
English
ISBN 10 
1138549185
ISBN 13 
9781138549180
Binding
Hardcover
Edition number
1
Number of pages
220

Other Popular Editions of the Same Title

9781138591646: Pathwise Estimation and Inference for Diffusion Market Models

Featured Edition

ISBN 10:  1138591645 ISBN 13:  9781138591646
Publisher: Chapman and Hall/CRC, 2019
Hardcover