Pathwise Estimation and Inference for Diffusion Market Models. [elektronicky zdroj]

Autor:	Dokuchaev, Nikolai
Další autoři:	Hin, Lin Yee
Jazyk:	angličtina
Informace o vydání:	Milton : CRC Press LLC, 2019.
Předmět:	Stock exchanges-Mathematical models Capital market-Mathematical models Finance-Mathematical models Electronic books
Vydání:	1st ed.
Druh dokumentu:	Online; Non-fiction; Electronic document
Abstrakt:	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.
Databáze:	Vybrané kolekce e-knih
Externí odkaz:	Kolekce e-knih KNAV (Registrovani uzivatele: plny text online 5 minut, dalsi pristup na vyzadani. Registered users: full text online 5 minutes, further access on request.)