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Pathwise Estimation and Inference for Diffusion Market Models

By: Australia) Dokuchaev WA Perth Nikolai (Curtin University (Author) , Australia) Hin Lin Yee (University of Technology Sydney (Author)

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Ksh 10,800.00

Format: Paperback or Softback

ISBN-13: 9780367731212

Publisher: Taylor & Francis Ltd

Publication Date: Dec 18th, 2020

Dimension: 23.40 x 15.60 x 43.50 cms

Category: Economic statistics

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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.

Get Pathwise Estimation and Inference for Diffusion Market Models by Nikolai (Curtin University, Perth, WA, Australia) Dokuchaev at the best price and quality guranteed only at Werezi Africa largest book ecommerce store. The book was published by Taylor & Francis Ltd and it has pages. Enjoy Shopping Best Offers & Deals on books Online from Werezi - Receive at your doorstep - Fast Delivery - Secure mode of Payment

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