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Semiparametric Modeling of Implied V...

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Semiparametric Modeling of Implied Volatility

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Semiparametric Modeling of Implied Volatility/ by Matthias R. Fengler.
作者:	Fengler, Matthias R.
出版者:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2005.,
面頁冊數:	xv, 224 p. :ill., digital ;24 cm.
叢書名:	Springer Finance
Contained By:	Springer e-books
標題:	Estimation theory. -
電子資源:	http://dx.doi.org/10.1007/3-540-30591-2http://dx.doi.org/10.1007/3-540-30591-2
ISBN:	9783540262343 (paper)

Semiparametric Modeling of Implied Volatility
Fengler, Matthias R.

Semiparametric Modeling of Implied Volatility[electronic resource] /by Matthias R. Fengler. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2005. - xv, 224 p. :ill., digital ;24 cm. - Springer Finance.

ISBN: 9783540262343 (paper)Subjects--Topical Terms:

565962
Estimation theory.

LC Class. No.: HG106 / .F46 2005

Dewey Class. No.: 332

Semiparametric Modeling of Implied Volatility
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245 1 0 $a Semiparametric Modeling of Implied Volatility $h [electronic resource] / $c by Matthias R. Fengler.
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300 $a xv, 224 p. : $b ill., digital ; $c 24 cm.
440 0 $a Springer Finance
650 $a Estimation theory. $3 565962
650 $a Finance $x Mathematical models. $3 578740
650 $a Mathematics. $3 515831
650 $a Quantitative Finance. $3 891090
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