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Pathwise Estimation and Inference for Diffusion Market Models

About 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.

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  • Language:
  • English
  • ISBN:
  • 9780367731212
  • Binding:
  • Paperback
  • Pages:
  • 224
  • Published:
  • December 18, 2020
  • Dimensions:
  • 156x234x0 mm.
  • Weight:
  • 435 g.
Delivery: 1-2 weeks
Expected delivery: October 13, 2024

Description of 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.

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