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Book Categories |
| 1 | Introduction | 1 |
| 2 | The implied volatility surface | 9 |
| 3 | Smile consistent volatility models | 47 |
| 4 | Smoothing techniques | 97 |
| 5 | Dimension-reduced modeling | 125 |
| 6 | Conclusion and outlook | 187 |
| A | Description and preparation of the IV data | 189 |
| B | Some results from stochastic calculus | 195 |
| C | Proofs of the results on the LSK IV estimator | 201 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Samm Ringgenberg
reviewed Semiparametric Modeling of Implied Volatility on September 07, 2016
Semiparametric Modeling of Implied Volatility
Comprehensive and easy to digest review of statistical analysis techniques with specific examples geared towards economics.
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Add Semiparametric Modeling of Implied Volatility, The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance in prac, Semiparametric Modeling of Implied Volatility to the inventory that you are selling on WonderClubX
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Add Semiparametric Modeling of Implied Volatility, The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance in prac, Semiparametric Modeling of Implied Volatility to your collection on WonderClub |