Semiparametric modeling of implied volatility / by Fengler, Matthias R.
Material type:
TextSeries: Springer financePublication details: Berlin ; | New York : Springer, 2005Description: xv, 224 p.; 24 cmISBN: - 9783540262343 (acid-free paper) | 3540262342 (acid-free paper)
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MATH-LiB General Stack | MATH-LiB | NFIC | 332.63222 P05 (Browse shelf(Opens below)) | Available | 185000 |
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| 332.632 P09 Synthetic CDOs : | 332.63222 P04 Irrational Exuberance Reconsidered / | 332.63222 P041 Asset pricing : | 332.63222 P05 Semiparametric modeling of implied volatility / | 332.63228 P Quantitative modeling of derivative securities : | 332.6322830151 P04 Quantum finance : | 332.6323 P002 Efficient methods for valuing interest rate derivatives |
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