Order Total (1 Item Items):
Shipping Destination:
Volatility Estimation Numerical Methods by Dellera Mario (12 results)
Skip to main search results
Search filters
Product Type
- All Product Types
- Books (12)
- 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 Learn more
- New (10)
- As New, Fine or Near Fine (2)
- Very Good or Good (No further results match this refinement)
- Fair or Poor (No further results match this refinement)
- As Described (No further results match this refinement)
Binding
- All Bindings
- Hardcover (No further results match this refinement)
- Softcover (12)
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 (7)
Language (1)
Free Shipping
Seller Location
Seller Rating
-
Condition: New.
-
Volatility Estimation: Numerical Methods (Paperback or Softback)
Language: English
Published by Eliva Press 1/14/2024, 2024
ISBN 10: 9999315860 ISBN 13: 9789999315869
Paperback or Softback. Condition: New. Volatility Estimation: Numerical Methods. Book.
-
Condition: As New. Unread book in perfect condition.
-
Paperback. Condition: Brand New. 121 pages. 9.00x6.00x0.29 inches. In Stock.
-
Volatility Estimation: Numerical Methods
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
-
Volatility Estimation: Numerical Methods
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 39.39
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
-
Volatility Estimation: Numerical Methods
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
-
Condition: New. Print on Demand.
-
Condition: New. Print on Demand.
-
Condition: New. PRINT ON DEMAND.
-
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - These notes have been written with the precisely purpose of summarizing the more often encountered and implemented volatility estimation techniques, to describe the realized volatility surface and its term structure, for example in developing Option Pricing libraries.The common and accepted assumptions behind the random fashion, that each quoted and traded asset follows, there are stochastic differential equations (SDEs) characterized by two main terms: one is the drift and the other one is the diffusion term or volatility. If the drift term is set uniquely by the definition of the martingale measure, imposing the drift's value under such risk neutral measure, to be equal to the free interest rate; on the other side, the diffusion term or volatility is not estimated or defined uniquely. Indeed, the latter is estimated involving several different approaches, that over the time have been developed, trying to catch a better fit with the observed options' quotation.
-
Taschenbuch. Condition: Neu. Volatility Estimation | Numerical Methods | Mario Dell'Era | Taschenbuch | Englisch | 2024 | Eliva Press | EAN 9789999315869 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
