Pathwise Estimation and Inference for Diffusion Market Models - Dokuchaev, Nikolai (Curtin University, Perth, WA, Australia) - Books - Taylor & Francis Ltd - 9780367731212 - December 18, 2020
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Dokuchaev, Nikolai (Curtin University, Perth, WA, Australia)
Pathwise Estimation and Inference for Diffusion Market Models 1st edition

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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.

224 pages

Media Books     Paperback Book   (Book with soft cover and glued back)
Released December 18, 2020
ISBN13 9780367731212
Publishers Taylor & Francis Ltd
Pages 224
Dimensions 150 × 220 × 10 mm   ·   453 g
Language English  

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