Analysis of Implied Volatility Surfaces ; Analyse von Impliziten Volatilitätsflächen
| Year of publication: |
2007-05-30
|
|---|---|
| Authors: | Schnellen, Marina |
| Subject: | 310 Statistik | EGC 070 | Mathematics and Natural Science | Implizite Volatilität | Implizite Volatilitätsfläche | log returns | Hauptkomponentenanalyse | lokale Polynomschätzer | Funktionaler Varianzprozess | implied volatility | implied volatility surface | principal component analysis | local polynomial smoothing | functional variance process |
| Type of publication: | Book / Working Paper |
|---|---|
| Type of publication (narrower categories): | Thesis |
| Language: | English |
| Source: | BASE |
Persistent link: https://www.econbiz.de/10010353194