Semiparametric Modeling of Implied Volatility
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<P>This book offers recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces. The first part is devoted to smile-consistent pricing approaches. The second part covers estimation techniques that are natural candidates to meet the challenges in implied volatility surfaces. Empirical investigations, simulations, and pictures illustrate the concepts.</P>
![Semiparametric Modeling of Implied Volatility Semiparametric Modeling of Implied Volatility](https://cos.richshop.de/servlet/images/9783540305910.jpg?w=300)
- Autor: Matthias R. Fengler
- Seitenzahl: 224
- Format: PDF
- DRM: social-drm (ohne Kopierschutz)
- Erscheinungsdatum: 17.01.2006
- Herausgeber: SPRINGER