Semiparametric Modeling of Implied Volatility, Paperback by Fengler, Matthias...-image

Semiparametric Modeling of Implied Volatility, Paperback by Fengler, Matthias...

$ 49.46

Series: Springer Finance Ser. Item Weight: 27.2 Oz Subject: Decision-Making & Problem Solving, Finance / General, Applied, Statistics Type: Textbook Item Width: 6.1 in Book Title: Semiparametric Modeling of Implied Volatility width: 6.1 in ISBN: 9783540262343 Format: Trade Paperback Language: English Subject Area: Mathematics, Business & Economics Publication Name: Semiparametric Modeling of Implied Volatility Publisher: Springer Berlin / Heidelberg Number of Pages: Xvi, 224 Pages Author: Matthias R. Fengler Publication Year: 2005 Item Length: 9.3 in

Description

Semiparametric Modeling of Implied Volatility, Paperback by Fengler, Matthias.... Semiparametric Modeling of Implied Volatility, Paperback by Fengler, Matthias R., ISBN 3540262342, ISBN-13 9783540262343, Like New Used, Free shipping in the US 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. Semiparametric Modeling of Implied Volatility, Paperback by Fengler, Matthias R., ISBN 3540262342, ISBN-13 9783540262343, Like New Used, Free shipping in the US 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.

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