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Semiparametric Modeling Of Implied Volatility eBook

by Matthias R. Fengler
language: english
Publisher: Springer Berlin Heidelberg, December of 2005 ‧
86,11€
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Offers advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces. This book deals with smile-consistent pricing approaches. It covers estimation techniques that are natural candidates to meet the challenges in implied volatility surfaces.

Semiparametric Modeling Of Implied Volatility

by Matthias R. Fengler

Property Description
ISBN: 9783540305910
Publisher: Springer Berlin Heidelberg
Release Date: December of 2005
Language: English
Pages: 224
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Springer Finance
Categories: eBooks in English > Science > Mathematics
eBooks in English > Economics, Finance and Accounting > Finances
EAN: 9783540305910

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