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Semiparametric Modeling of Implied Volatility

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Semiparametric Modeling of Implied Volatility/ by Matthias R. Fengler.
Author:	Fengler, Matthias R.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2005.,
Description:	xv, 224 p. :ill., digital ;24 cm.
Series:	Springer Finance
Contained By:	Springer e-books
Subject:	Estimation theory. -
Online resource:	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
LDR:00824nam a2200241 a 45 001 766643
003 Springer
005 20080716
006 m d
007 cr nn 008maaau
008 080716s2005 gw j eng d
020 $a 9783540262343 (paper)
020 $a 9783540305910 (electronic bk.)
035 $a 978-3-540-26234-3
040 $a NDHU $c NDHU $d NDHU
050 0 0 $a HG106 $b .F46 2005
082 0 4 $a 332 $2 22
100 $a Fengler, Matthias R. $3 897564
245 1 0 $a Semiparametric Modeling of Implied Volatility $h [electronic resource] / $c by Matthias R. Fengler.
260 $a Berlin, Heidelberg : $c 2005. $b Springer-Verlag Berlin Heidelberg,
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
650 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 891081
710 $a SpringerLink (Online service) $3 836513
773 0 $t Springer e-books
856 4 0 $u http://dx.doi.org/10.1007/3-540-30591-2 $z http://dx.doi.org/10.1007/3-540-30591-2
950 $a Mathematics and Statistics (Springer-11649; ZDB-2-SMA)

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