Related Books
Language: en
Pages: 40
Pages: 40
Type: BOOK - Published: 2015 - Publisher:
Extensions of Empirical Characteristic Function (ECF) method for estimating parameters of affine jump-diffusions with unobserved stochastic volatility (SV) are
Language: en
Pages: 919
Pages: 919
Type: BOOK - Published: 2010-11-03 - Publisher: Springer Science & Business Media
Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integ
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2006 - Publisher:
Thèse. HEC. 2006
Language: en
Pages: 28
Pages: 28
Type: BOOK - Published: 2013 - Publisher:
This paper motivates and introduces a two-stage method for estimating diffusion processes based on discretely sampled observations. In the first stage we make u
Language: en
Pages: 864
Pages: 864
Type: BOOK - Published: 2005-07-08 - Publisher: John Wiley & Sons
In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. W