Introduction to Calibration Methods in Finance: With Market Applications

Neftci, Salih N.

Ouvrage indisponible

Éditeur
Wiley-Blackwell (an imprint of John Wiley & Sons Ltd)
Pages
256
Parution
octobre 2006
Format
Cartonné
Langue
Anglais
Dimensions
244 × 168 × 0 cm
EAN
9780470016312
  • Résumé

A major part of finance is the pricing of risk which is generated by volatility. A correct calibration of volatility is at the centre of financial market activity and the calibration of models and parameter values are one of the most important tasks that a practitioner working in the markets has to perform.
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