Order Total (1 Item Items):
Shipping Destination:
Fitting Implied Volatility Surface by Dobler Immanuel (9 results)
Feedback
Skip to main search results
Search filters
Product Type
- All Product Types
- Books (9)
- Magazines & Periodicals (No further results match this refinement)
- Comics (No further results match this refinement)
- Sheet Music (No further results match this refinement)
- Art, Prints & Posters (No further results match this refinement)
- Photographs (No further results match this refinement)
- Maps (No further results match this refinement)
- Manuscripts & Paper Collectibles (No further results match this refinement)
Condition
- All Conditions
- New (9)
- Used (No further results match this refinement)
Binding
- All Bindings
- Hardcover (No further results match this refinement)
- Softcover (9)
Collectible Attributes
- First Edition (No further results match this refinement)
- Signed (No further results match this refinement)
- Dust Jacket (No further results match this refinement)
- Seller-Supplied Images (3)
- Not Print on Demand (4)
Language (1)
Price
- Any Price
- Under £ 20 (No further results match this refinement)
- £ 20 to £ 40
- Over £ 40 (No further results match this refinement)
Free Shipping
Seller Location
Seller Rating
-
Condition: New.
-
Condition: New.
-
Fitting the implied volatility surface: An efficient optimization technique
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 30.60
Convert currency£ 11.98 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
-
Fitting the implied volatility surface: An efficient optimization technique
Published by AV Akademikerverlag 2014-09-29, 2014
ISBN 10: 3639720504 ISBN 13: 9783639720501
Language: English
£ 28.39
Convert currency£ 15.49 shipping from United Kingdom to U.S.A.Quantity: 10 available
Add to basketPaperback. Condition: New.
-
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
-
Fitting the implied volatility surface An efficient optimization technique
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
£ 32.62
Convert currency£ 4.16 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketPAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
-
Fitting the implied volatility surface
Published by AV Akademikerverlag Sep 2014, 2014
ISBN 10: 3639720504 ISBN 13: 9783639720501
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
£ 32.52
Convert currency£ 19.68 shipping from Germany to U.S.A.Quantity: 2 available
Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In the context of exotic derivatives, arbitrage-free implied volatility surfaces are a crucial ingredient to sophisticated pricing routines. We use a non-linear optimization technique to fit an arbitrage-free implied volatility surface efficiently to market data. The fitting procedure is tailor-made for any analytic parametrization of the single volatility skews. We carry out this approach for a certain parametrization by implementing an Interior-Point method, discuss its shortcomings, potentials, as well as specific smoothing techniques. Besides all the theory, we give various fitting details and examples by using real market data. 136 pp. Englisch.
-
£ 32.52
Convert currency£ 24.89 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketTaschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - In the context of exotic derivatives, arbitrage-free implied volatility surfaces are a crucial ingredient to sophisticated pricing routines. We use a non-linear optimization technique to fit an arbitrage-free implied volatility surface efficiently to market data. The fitting procedure is tailor-made for any analytic parametrization of the single volatility skews. We carry out this approach for a certain parametrization by implementing an Interior-Point method, discuss its shortcomings, potentials, as well as specific smoothing techniques. Besides all the theory, we give various fitting details and examples by using real market data.
-
£ 27.01
Convert currency£ 41.91 shipping from Germany to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Dobler ImmanuelImmanuel Dobler was born and raised in Southern Germany. After graduating from High School in 2008, he successfully and ambitiously completed his Bachelor s and Master s degree in Mathematical Economics at Ulm Universi.
