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Pathwise Estimation and Inference for Diffusion Market Models
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Pathwise Estimation and Inference for Diffusion Market Models

Book Details

Format Hardback or Cased Book
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
Werezi Extended Catalogue 0 in stock

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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.


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