Pathwise Estimation and Inference for Diffusion Market Models - Dokuchaev, Nikolai (Curtin University, Perth, WA, Australia) - Books - Taylor & Francis Ltd - 9781138591646 - March 28, 2019
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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, 20 Illustrations, black and white

Media Books     Hardcover Book   (Book with hard spine and cover)
Released March 28, 2019
ISBN13 9781138591646
Publishers Taylor & Francis Ltd
Pages 224
Dimensions 241 × 162 × 20 mm   ·   504 g
Language English  

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