9783540262343 - semiparametric modeling of implied volatility di r. fengler, matthias (15 risultati)
Lingua: Inglese
Editore: Springer, 2005
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Da: Anybook.com, Lincoln, Regno UnitoAnybook.com
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 36,45
EUR 15,87 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,450grams, ISBN:9783540262343.
Lingua: Inglese
Editore: Springer, 2005
- Brossura
Da: medimops, Berlin, Germaniamedimops
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Buono
EUR 40,42
EUR 20,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
Lingua: Inglese
Editore: Springer, 2005
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 79,50
EUR 13,98 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In.
Lingua: Inglese
Editore: Springer 2008-05-23, 2008
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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EUR 76,06
EUR 18,07 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 10 disponibili
Paperback. Condizione: New.
Lingua: Inglese
Editore: Springer, 2005
- Brossura
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 110,30
EUR 3,42 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New. pp. 244.
Lingua: Inglese
Editore: Springer, Springer Vieweg, 2005
- Brossura
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 80,24
EUR 61,86 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Yet that weakness is also its greatest strength. People like the model because they can easily understand its assumptions. The model is often good as a rst approximation, and if you can see the holes in the assumptions you can use the model in mor…e sophisticated ways. Black (1992) Expected volatility as a measure of risk involved in economic decision making isakeyingredientinmodern nancialtheory:therational,risk-averseinvestor will seek to balance the tradeo between the risk he bears and the return he expects. The more volatile the asset is, i.e. the more it is prone to exc- sive price uctuations, the higher will be the expected premium he demands. Markowitz (1959), followed by Sharpe (1964) and Lintner (1965), were among the rst to quantify the idea of the simple equation 'more risk means higher return' in terms of equilibrium models. Since then, the analysis of volatility and price uctuations has sparked a vast literature in theoretical and quan- tative nance that re nes and extends these early models. As the most recent climax of this story, one may see the Nobel prize in Economics granted to Robert Engle in 2003 for his path-breaking work on modeling time-dependent volatility.
Lingua: Inglese
Editore: Springer, 2005
- Brossura
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 141,60
EUR 5,96 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
paperback. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: Springer, 2005
- Brossura
Da: Buchpark, Trebbin, GermaniaBuchpark
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Ottimo
EUR 39,77
EUR 105,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Yet that weakness is also its greatest strength. People like the model because they can easily understand its assumptions. The model is often good as a ?rst approximation, and if you can see the holes in the assumptions you can use the model in mo…re sophisticated ways. Black (1992) Expected volatility as a measure of risk involved in economic decision making isakeyingredientinmodern?nancialtheory:therational,risk-averseinvestor will seek to balance the tradeo? between the risk he bears and the return he expects. The more volatile the asset is, i.e. the more it is prone to exc- sive price ?uctuations, the higher will be the expected premium he demands. Markowitz (1959), followed by Sharpe (1964) and Lintner (1965), were among the ?rst to quantify the idea of the simple equation ¿more risk means higher return¿ in terms of equilibrium models. Since then, the analysis of volatility and price ?uctuations has sparked a vast literature in theoretical and quan- tative ?nance that re?nes and extends these early models. As the most recent climax of this story, one may see the Nobel prize in Economics granted to Robert Engle in 2003 for his path-breaking work on modeling time-dependent volatility.
Lingua: Inglese
Editore: Springer, 2005
- Brossura
Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
Contatta il venditoreVenditore con 4 stelleCondizione: Usato - Come nuovo
EUR 145,41
EUR 29,17 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Springer, 2005
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Da: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermaniaBUCHSERVICE / ANTIQUARIAT Lars Lutzer
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 189,00
EUR 39,95 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Softcover. Condizione: gut. 2005. Semiparametric Modeling of Implied Volatility In deutscher Sprache. pages.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Okt 2005, 2005
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- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 80,24
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Yet that weakness is also its greatest strength. People like the model because they can easily understand its assumptions. The model is often good as a rst approximation, and if you can see the holes in the assumptions you can use…the model in more sophisticated ways. Black (1992) Expected volatility as a measure of risk involved in economic decision making isakeyingredientinmodern nancialtheory:therational,risk-averseinvestor will seek to balance the tradeo between the risk he bears and the return he expects. The more volatile the asset is, i.e. the more it is prone to exc- sive price uctuations, the higher will be the expected premium he demands. Markowitz (1959), followed by Sharpe (1964) and Lintner (1965), were among the rst to quantify the idea of the simple equation 'more risk means higher return' in terms of equilibrium models. Since then, the analysis of volatility and price uctuations has sparked a vast literature in theoretical and quan- tative nance that re nes and extends these early models. As the most recent climax of this story, one may see the Nobel prize in Economics granted to Robert Engle in 2003 for his path-breaking work on modeling time-dependent volatility. 240 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2005
- Brossura
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 112,51
EUR 7,58 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand pp. 244 Illus.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2005
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- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 70,33
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Fills a gap in the financial literature by incorporating both recent theoretical advances in implied volatility and refined semiparametric estimation strategies, and dimension reduction metho…ds for functional surfacesOffers a concise presentation .
Lingua: Inglese
Editore: Springer, 2005
- Brossura
- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 116,22
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Condizione: New. PRINT ON DEMAND pp. 244.
Lingua: Inglese
Editore: Springer, Springer Vieweg Okt 2005, 2005
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- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 80,24
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. 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: Part One of the book is devoted to smile-consistent pricing approaches. 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 Part Two familiarizes the reader with estimation techniques that 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 240 pp. Englisch.
