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...
Sábháilte in:
| Príomhchruthaitheoir: | |
|---|---|
| Formáid: | Livre numérique |
| Teanga: | Anglais |
| Foilsithe / Cruthaithe: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Eagrán: | 1st ed. 2005. |
| Sraith: | Springer Finance Lecture Notes
|
| Rochtain ar líne: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nóta: |
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 |
Clár na nÁbhar:
- The Implied Volatility Surface Smile Consistent Volatility Models Smoothing Techniques Dimension-Reduced Modeling Conclusion and Outlook