Semiparametric Modeling of Implied Volatility - Springer Finance - Matthias R. Fengler - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540262343 - October 19, 2005
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Matthias R. Fengler
Semiparametric Modeling of Implied Volatility - Springer Finance 2005 edition

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This book offers recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces. The second part covers estimation techniques that are natural candidates to meet the challenges in implied volatility surfaces.

224 pages, 61 black & white illustrations, 15 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released October 19, 2005
ISBN13 9783540262343
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 224
Dimensions 157 × 236 × 13 mm   ·   367 g
Language English  

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