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Pathwise Estimation and Inference for Diffusion Market Models
Paperback
Investing & FinanceGeneral ReferenceProbability & Statistics
ISBN13: 9780367731212
Publisher: CRC Press
Published: Dec 18 2020
Pages: 224
Weight: 0.75
Height: 0.60 Width: 6.10 Depth: 9.20
Language: English
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.
1 different editions
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Pathwise Estimation and Inference for Diffusion Market Models
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