Pathwise Estimation and Inference for Diffusion Market Models

QAR624.00
+ QAR87.99 Shipping

Pathwise Estimation and Inference for Diffusion Market Models

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Pathwise Estimation and Inference for Diffusion Market Models

QAR624.00

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+ QAR87.99 Shipping

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Description

Pathwise Estimation and Inference for Diffusion Market Models

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.
  • Brand: Unbranded
  • Category: Education
  • Format: Hardback
  • Language: English
  • Publication Date: 2022-01-24
  • Publisher / Label: Taylor & Francis Ltd
  • Author: Pathwise Estimation and Inference for Diffusion Market Models
  • Number of Pages: 224
  • Fruugo ID: 489007552-1011578520
  • ISBN: 9781138591646

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  • STANDARD: QAR87.99 - Delivery between Wed 12 August 2026–Tue 01 September 2026

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