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Chapman And Hall/Crc

Pathwise Estimation And Inference For Diffusion Market Models

Pathwise Estimation And Inference For Diffusion Market Models

ISBN-13: 9781138591646
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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.


  • | Author: Nikolai Dokuchaev, Hin Lin Yee
  • | Publisher: Chapman And Hall/Crc
  • | Publication Date: Mar 28, 2019
  • | Number of Pages: 224 pages
  • | Language: English
  • | Binding: Hardcover
  • | ISBN-10: 1138591645
  • | ISBN-13: 9781138591646
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