Semiparametric Modeling of Implied Volatility
Edition: 1 edition
Publisher: Springer
Published: December 1, 2005
Language: eng
Format: Paperback
Number of pages: 224
ISBN-13: 9783540262343
Subjects: Mathematical modelling; Stocks & shares; Mathematical models; Estimation theory; Business & Economics; Business / Economics / Finance; Business/Economics; Statistics; Finance; Business & Economics / Finance; JEL: G12, G13; MSC (2000): 62G08, 62G05, 62H25; dynamic factor models; implied volatility; local volatility; non- and semiparametric regression; principal components models; General
Notes: Springer Finance