Búsqueda de LIBROS DEL AUTOR: lin yee hin

1 resultados

lin yee hin Eliminar filtro Quitar filtros
  • PATHWISE ESTIMATION AND INFERENCE FOR DIFFUSION MARKET MODELS
    ebook
    PATHWISE ESTIMATION AND INFERENCE FOR DIFFUSION MARKET MODELS
    NIKOLAI DOKUCHAEV / LIN YEE HIN
    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 uncertainty thereof. The focus is on the pathwise inference methods that are applicable to...

    $1,360.00

    Ver detalle