Búsqueda de LIBROS DEL AUTOR: nikolai dokuchaev

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  • 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

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  • MATHEMATICAL FINANCE
    ebook
    MATHEMATICAL FINANCE
    NIKOLAI DOKUCHAEV
    Written in a rigorous yet logical and easy to use style, spanning a range of disciplines, including business, mathematics, finance and economics, this comprehensive textbook offers a systematic, self-sufficient yet concise presentation of the main topics and related parts of stochastic analysis and statistical finance that are covered in the majori ...

    $1,760.00

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