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Hin, Lin Yee

Libros de: Hin, Lin Yee

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  • Pathwise Estimation and Inference for Diffusion Market Models

    Pathwise Estimation and Inference for Diffusion Market Models

    Dokuchaev, Nikolai Hin, Lin Yee

    Crc Press Inc. (2019)

    valoración

    • EAN: 9781138591646
    • Páginas: 224
    • Fecha de edición: 2019

    pvp.129,95 €

    Disponible entre 11 y 20 dias

    Pathwise estimation and inference for diffusion market models 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, future interest ...