Option Pricing and Estimation of Financial Models with R
Super Savings Item! Save 37% on the Option Pricing and Estimation of Financial Models with R by Wiley at Translate This Blog. Hurry! Limited time offer. Offer valid only while supplies last. Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time
Analysis and implementation of models goes beyond the standard Black and Scholes framework and includes Markov switching models, Lévy models and other models with jumps (e.g. the telegraph process); Topics other than option pricing include: volatility and covariation estimation, change point analysis, asymptotic expansion and classification of financial time series from a statistical viewpoint.
The book features problems with solutions and examples. All the examples and R code are available as an additional R package, therefore all the examples can be reproduced.
|Item Weight:||1.72 pounds|
|Item Size:||1.2 x 9.3 x 9.3 inches|
|Package Weight:||1.8 pounds|
|Package Size:||6.4 x 1.2 x 1.2 inches|