Tracked shipping to New Zealand with premium packaging for just NZ$15 

Ship to
New Zealand
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada Parameter Estimation in Stochastic Volatility Models
Type
Physical Book
Author
Publisher
Language
English
Pages
613
Format
Hardcover
Dimensions
23.4 x 15.6 x 3.5 cm
Weight
1.07 kg.
ISBN13
9783031038600
Categories

Parameter Estimation in Stochastic Volatility Models

Jaya P. N. Bishwal (Author) · Springer · Hardcover

Parameter Estimation in Stochastic Volatility Models - Bishwal, Jaya P. N.

Cheaper New Book Imported to New Zealand
Delivery: 21 Aug - 03 Sep Shipping: 12 to 16 business days.
NZ$ 334.65
Faster New Book Imported to New Zealand
Delivery: 11 Aug - 18 Aug Shipping: 4 to 5 business days.
NZ$ 401.36
Import costs and 15% GST included in the price ✅
NZ$ 334.65

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "Parameter Estimation in Stochastic Volatility Models"

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document stochastic differential equation models driven by Brownian motion based on discrete observations of the underlying diffusion process, these traditional methods often fail to estimate the unknown parameters in the unobserved volatility processes. This text studies the second order rate of weak convergence to normality to obtain refined inference results like confidence interval, as well as nontraditional continuous time stochastic volatility models driven by fractional Levy processes. By incorporating jumps and long memory into the volatility process, these new methods will help better predict option pricing and stock market crash risk. Some simulation algorithms for numerical experiments are provided.

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Hardcover.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews