Semiparametric modeling of implied volatility
The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance in practice: they may appear as estimates of the cur...
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| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
Berlin ; New York :
Springer
c2005
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| Colección: | Springer finance
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| Materias: | |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b17558943*spi |
