Pathwise Estimation and Inference for Diffusion Market Models

Name: Pathwise Estimation and Inference for Diffusion Market Models
Brand: Taylor & Francis Ltd
SKU: 9781138591646
Price: 26300 KES
Availability: OutOfStock
ISBN: 9781138591646

by Lin Yee Hin , Nikolai Dokuchaev

Book Details

Format Hardback

ISBN-10 1138591645

ISBN-13 9781138591646

Publisher Taylor & Francis Ltd

Imprint CRC Press

Country of Manufacture GB

Country of Publication GB

Publication Date Mar 28th, 2019

Print length 224 Pages

Weight 504 grams

Dimensions 16.20 x 24.10 x 2.00 cms

Product Classification: Applied mathematics

KSh 26,300.00

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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.

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 Lin Yee Hin, Nikolai Dokuchaev at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Taylor & Francis Ltd and it has 224 pages.