Semiparametric modeling of implied volatility
Matthias R. Fengler
| Year of publication: |
c 2005
|
|---|---|
| Authors: | Fengler, Matthias |
| Publisher: |
Berlin : Springer |
| Subject: | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Semiparametrisches Modell |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [deposit.dnb.de] ; Description [bvbr.bib-bvb.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] ; Description [loc.gov] |
| Extent: | XV, 224 S graph. Darst 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Thesis: | Teilw. zugl.: Berlin, Humboldt Univ., Diss., 2004 |
| Notes: | This book is based on the author's dissertation accepted on 28 June 2004 at the Humboldt-Universität zu Berlin |
| ISBN: | 3-540-26234-2 ; 978-3-540-26234-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003042059