Pathwise estimation and inference for diffusion market models /

Pathwise estimation and inference for diffusion market models 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, future interest rate, and their uncer...

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Bibliographic Details

Main Authors:	Dokuchaev, Nikolai (Author), Hin, Lin Yee (Author)
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	Boca Raton, FL : CRC Press, [2019]
Subjects:	Stock exchanges > Mathematical models. Capital market > Mathematical models. Finance > Mathematical models. Stochastic processes. BUSINESS & ECONOMICS / Finance. MATHEMATICS / General MATHEMATICS / Probability & Statistics / General Electronic books.
Online Access:	Connect to the full text of this electronic book