Inside volatility filtering secrets of the skew
A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more accurate estimation of the hidden state. Based on the idea of ""filtering"", th...
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Hoboken, New Jersey :
John Wiley & Sons
2015.
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| Edition: | 2nd ed |
| Series: | Wiley finance series.
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009849098406719 |
