Semiparametric Modeling of Implied Volatility :: SCD d'Orléans

Semiparametric Modeling of Implied Volatility

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 practice: they may appear as estimates of the cur...

Disgrifiad llawn

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Prif Awdur:	Fengler, Matthias R., 1973-
Fformat:	Livre numérique
Iaith:	Anglais
Cyhoeddwyd:	Berlin, Heidelberg : Springer Berlin Heidelberg [20..]. Cham : Springer Nature
Rhifyn:	1st ed. 2005.
Cyfres:	Springer Finance Lecture Notes
Mynediad Ar-lein:	Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL
Nodyn:	Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale)
Autres localisations:	Voir dans le Sudoc
Edition sous un autre format:	• Semiparametric modeling of implied volatility, Matthias R. Fengler, Berlin, Springer, 2005, 1 vol. (XV-224 p.), Springer finance, 978-3-540-26234-3 • Semiparametric Modeling of Implied Volatility, Texte imprimé, 9783540811930 • Semiparametric modeling of implied volatility, Matthias R. Fengler, Berlin, Springer, 2005, 1 vol. (XV-224 p.), Springer finance, 978-3-540-26234-3

Eitemau Tebyg

The art of semiparametrics
gan: Sperlich, Stefan
Cyhoeddwyd: (2006)

Semiparametric Methods in Econometrics
gan: Horowitz, Joel L., 19..-

Nonparametric and Semiparametric Models
gan: Härdle, Wolfgang Karl, 1953-, et al.

The implied reader : patterns of communication in prose fiction from Bunyan to Beckett
gan: Iser, Wolfgang, 1926-2007
Cyhoeddwyd: (1978)

Semiparametric theory and missing data
gan: Tsiatis, Anastasios Athanasios

Semiparametric and nonparametric methods in econometrics
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Introduction to Empirical Processes and Semiparametric Inference
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Estimation in Semiparametric Models : Some Recent Developments
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Market volatility
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Cyhoeddwyd: (1989)

Practical Nonparametric and Semiparametric Bayesian Statistics

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The odd primordial halo of the Milky Way implied by
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Implied stories: implication, moral panic and the turn of the screw
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Multifractal Volatility : Theory, Forecasting and Pricing
gan: Calvet, Laurent E., 19..-...., économiste, et al.
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Modeling the volatility of the US SαP 500 index using an LSTGARCH model
gan: Dufrénot, Gilles, et al.
Cyhoeddwyd: (2004)

Dynamics of Implied Distributions: Evidence from the CAC 40 Options Market
gan: Kermiche, Lamya
Cyhoeddwyd: (2009)

Financial volatility and real economic activity
gan: Daly, Kevin James
Cyhoeddwyd: (1999)

Uncertain Volatility Models Theory and Application
gan: Buff, Robert

Country size, economic performance and volatility
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Cyhoeddwyd: (2020)

Double whammy! The dysphemistic euphemism implied in unVables such as unmentionables, unprintables, undesirables
gan: Smith, Chris
Cyhoeddwyd: (2016)

Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis, and Quality of Life

Vitality and Volatility of Resettlement in Times of Health Crisis
gan: Acka, Tano Kassim
Cyhoeddwyd: (2023)

Electoral volatility and political finance regulation in Colombia
gan: Castañeda, Néstor
Cyhoeddwyd: (2023)

Financial volatility and the evolution of wealth inequality in Europe
gan: Forsé, Michel, et al.
Cyhoeddwyd: (2020)

Managing the Impact of Volatility in International Capital Markets
gan: Kregel, Jan
Cyhoeddwyd: (2010)

Idiosyncratic Volatility Change and Event Study Tests
gan: Aktas, Nihat, et al.
Cyhoeddwyd: (2009)

Excess Volatility and the Credibility Challenges of Fundamentalist Investors
gan: Davanne, Olivier
Cyhoeddwyd: (2025)

The Volatility of the Flemish Medium-term Budgetary Framework
gan: van der Wielen, Wouter
Cyhoeddwyd: (2016)

New Intensity and Conditional Volatility on the French Stock Market
gan: Cousin, Jean-Gabriel, et al.
Cyhoeddwyd: (2006)

Can Collective Emotions Improve Bitcoin Volatility Forecasts?
gan: Bourghelle, David, et al.
Cyhoeddwyd: (2022)

Food Price Volatility and Its Implications for Food Security and Policy
Cyhoeddwyd: (2021)

International Financial Markets and Volatility: Economic, Geopolitical, and Technological Perspectives
gan: Yiğit, Emre, et al.
Cyhoeddwyd: (2025)

The Volatility of the ‘Other’: Identity Formation and Social Interaction in Diasporic Environments
gan: Gayer, Laurent
Cyhoeddwyd: (2007)

Financial Markets, Financial Volatility and Beyond, 3rd Edition
Cyhoeddwyd: (2026)

Bayesian stochastic volatility predictability of cryptocurrencies with the algorithm of Metropolis Hasting
gan: Hachicha, Fatma, et al.
Cyhoeddwyd: (2023)

Volatility regimes and liquidity co-movements in cap-based portfolios
gan: Beaupain, Renaud, et al.
Cyhoeddwyd: (2010)

The optimal phase of the generalised Poincaré dodecahedral space hypothesis implied by the spatial cross-correlation function of the WMAP sky maps
gan: B. F. Roukema, et al.
Cyhoeddwyd: (2008)

Tax incentives and house price volatility in the euro area : theory and evidence
gan: van den Noord, Paul
Cyhoeddwyd: (2005)

Crisis and volatility in Asian versus Latin American real exchange rates
gan: Varella Mollick, André
Cyhoeddwyd: (2009)

Chapter 2 Gender and post-election intraparliamentary volatility in East Central Europe
gan: Żukiewicz, Przemysław
Cyhoeddwyd: (2022)

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