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Pathwise Estimation and Inference for Diffusion Market Models

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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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780367731212
  • Indbinding:
  • Paperback
  • Sideantal:
  • 224
  • Udgivet:
  • 18. December 2020
  • Størrelse:
  • 156x234x0 mm.
  • Vægt:
  • 435 g.
  • 2-4 uger.
  • 10. Oktober 2024
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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.

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