Fengler, Matthias

Libros de: Fengler, Matthias

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  • Semiparametric Modeling Of Implied Volatility.

    Fengler, Matthias

    Springer (2005)

    valoración

    • 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 ...