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Semiparametric Modeling of Implied Volatility Cover Image E-book E-book

Semiparametric Modeling of Implied Volatility [electronic resource] / by Matthias R. Fengler.

Record details

  • ISBN: 9783540305910
  • Physical Description: XVI, 224 p. 61 illus. online resource.
  • Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2005.
Subject: Mathematics.
Finance.
Economics > Statistics.
Mathematics.
Quantitative Finance.
Statistics for Business/Economics/Mathematical Finance/Insurance.

Electronic resources


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24510. ‡aSemiparametric Modeling of Implied Volatility ‡h[electronic resource] / ‡cby Matthias R. Fengler.
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