Pathwise Estimation and Inference for Diffusion Market Models

1st Edition

Nikolai Dokuchaev, Hin Lin Yee

Chapman and Hall/CRC
April 8, 2019 Forthcoming
Reference - 233 Pages - 20 B/W Illustrations
ISBN 9781138591646 - CAT# K386880

For Instructors Request Inspection Copy

USD$129.95

Add to Wish List
FREE Standard Shipping!

Summary

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.