English
Deutsch
Français
简体中文
繁體中文
Categories
Study
Novel
Nonfiction
Health
Tutorial
Entertainment
Business
-- Economics/Finances
-- Business/Investing
-- Internet Markting
-- Economic Management
Magazine
Arts & Design
Audiobooks & Video Training
Cultures & Languages
Family & Home
Law & Politics
Lyrics & Music
Software Related
eBook Torrents
Uncategorized
Share With Friends
Archive by Date
2012-08-05
2012-08-04
2012-08-03
2012-08-02
2012-08-01
2012-07-31
2012-07-30
2012-07-29
2012-07-28
Search Tag
Newest
Business 7 Figure Shortcut 2011
Business Organic Chemistry by Francis A. Carey (Repost)
Business Cohomologie l-adique et Fonctions L (Lecture Notes in Mathematics) (French Edition) by A. Grothendieck (Repost)
Business "Toyota Under Fire: Lessons for Turning Crisis into Opportunity" by Jeffrey K. Liker, Timothy N. Ogden (Repost)
Business Forex Beginner’s Course
Business Sandeep Krishnamurthy, «Contemporary Research in E-marketing» (Repost)
Business William Russell Melton, "New American Expat: Thriving and Surviving Overseas in the Post-9/11 World" (Repost)
The Lean Startup - How Today's Entrepreneurs Use Continuous Innovation to Create Radically Successful Businesses
How - Why How We Do Anything Means Everything...in Business (and in Life)
[Tutsplus] Running a Freelance Business Design (2012)
The New Business Road Test - What entrepreneurs and executives should do before writing a business plan (3rd Edition)
Business Discourse, Interpretation, Organization [Repost]
Business Poverty Mosaics: Realities and Prospects in Small-Scale Fisheries [Repost]
Business Corporate Social Responsibility: Verantwortungsvolle Unternehmensführung in Theorie und Praxis [Repost]
Tutsplus - Running a Freelance Design Business (2012)
Business Public Speaking and Presentations Demystified [Repost]
Business Umwandlungssteuerrecht: Grundlagen für Studium und Steuerberaterprüfung (Auflage: 5)
Business Natural Gas Information 2011 (Repost)
The Business of iPhone App Development - Making and Marketing Apps that Succeed
Useful Links
Business Semiparametric Modeling of Implied Volatility
Posted on 2010-03-15
|  |
More Matthias R. Fengler, "Semiparametric Modeling of Implied Volatility (Springer Finance)" 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 current surface or as fully specified dynamic models describing its propagation through space and time. This book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces: the first part of the book is devoted to smile-consistent pricing appoaches. The theory of implied and local volatility is presented concisely, and vital smile-consistent modeling approaches such as implied trees, mixture diffusion, or stochastic implied volatility models are discussed in detail. The second part of the book familiarizes the reader with estimation techniques that are natural candidates to meet the challenges in implied volatility modeling, such as the rich functional structure of observed implied volatility surfaces and the necessity for dimension reduction: non- and semiparametric smoothing techniques. download: Thank you! Thank you! Thank you!
Rating:
2.5 out of 5 by Book123 |
| Download Links | |
| Server | Status |
|---|---|
| Direct Download Link 1 | Alive |
| Direct Download Link 2 | Alive |
| Download Link (Download Link 1) | Alive |
|
Buy This Book at Best Price >> | |
Related Articles
 | Business/Investing The Volatility Course Workbook: Step-by-Step Exercises to Help You Master The Volatility Course George A. Fontanills "The Volatility Course Workbook: Step-by-Step Exercises to Help You Master The Volatility Course"Wiley (2002-10-11) | ISBN 0471398179 | 168 Pages | PDF | 1 MbIt takes a special set of trading skills to thrive in today's ... |
 | Science/Engineering Semiparametric Theory and Missing Data Semiparametric Theory and Missing DataPublisher: Springer | Pages: 383 | 2006-06-21 | ISBN 0387324488 | PDF | 3 MBMissing data arise in almost all scientific disciplines. In many cases, the treatment of missing data in an analysis ... |
 | Semiparametric Regression for the Social Sciences Semiparametric Regression for the Social Sciences Wiley | ISBN: 0470319917 | 2008-03-21 | PDF | 230 pages | 8 Mb An introductory guide to smoothing techniques, semiparametric estimators, and their related methods, this book describes t ... |
 | Implied Law in the Abraham Narrative: A Literary and Theological Analysis Implied Law in the Abraham Narrative: A Literary and Theological Analysis Publisher: Sheffield Academic Press | ISBN: 1841272418 | edition 2002 | PDF | 220 pages | 11,75 mbThis study examines the significance of implied law in the Abraham ... |
 | Science/Engineering Semiparametric Regression David Ruppert, M. P. Wand, R. J. Carroll, "Semiparametric Regression" Cambridge University Press | 2003 | ISBN: 0521780500 | 402 pages | PDF | 4 MB Science abounds with problems where the data are noisy and the answer is not a straight ... |
 | Economics/Finances Semiparametric Modeling of Implied Volatility (Springer Finance) (Repost) Matthias R. Fengler, "Semiparametric Modeling of Implied Volatility (Springer Finance)" Springer | ISBN :3540262342 | 2005 | 224 pages | PDF | 5 mbThe implied volatility surface is a key financial variable for the pricing and the risk manag ... |
Comments (0)
