Fengler, Matthias
Libros de: Fengler, Matthias
Mostrando 1 libros encontrados. (1 páginas).
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Semiparametric Modeling Of Implied Volatility.
Fengler, Matthias
Springer (2005)
- EAN: 9783540262343
- Páginas: 230
- Fecha de edición: 2005
pvp.56,10 €
Sin Stock. Posibilidad entre 11 y 20 dias
The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate ...