Reviews for Semiparametric Modeling of Implied Volatility

The average rating for Semiparametric Modeling of Implied Volatility based on 2 reviews is 3 stars.

Review # 1 was written on 2010-11-27 00:00:00 Gregory Costello Read this book looking to gain an advanced understanding of what was driving credit markets at the time. It is not for the faint of heart. It's theoretical, swimming in calculus, and reads mostly like a textbook. However, if advanced is what you're looking for, the cover doesn't lie. I didn't get straight answers like reading a news article. This book provides the many formulas and drivers that a risk analyst might use.

Review # 2 was written on 2016-09-07 00:00:00 Samm Ringgenberg Comprehensive and easy to digest review of statistical analysis techniques with specific examples geared towards economics.