[PDF.81gz] Semiparametric Modeling of Implied Volatility (Springer Finance)

Semiparametric Modeling of Implied Volatility (Springer Finance)

[PDF.vp24] Semiparametric Modeling of Implied Volatility (Springer Finance)

Semiparametric Modeling of Implied  Matthias R. Fengler epub
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 | #2742612 in eBooks |  2006-01-17 |  2006-01-17 | File type: PDF

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||0 of 0 people found the following review helpful.| very good book|By quant|this is the first book one should get on the implied volatility surface...after reading this book...you can read the volatility surface...| ||From the reviews: | |"This book brings together recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces. The theory of implied and local volatility is present

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 bot...

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