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Inside Volatility Filtering: Secrets of the Skew, 2 edition
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", this book lays out a two-step framework involving a Chapman-Kolmogorov prior distribution followed by Bayesian posterior distribution to develop a robust estimation based on all available information.
Inside Volatility Filtering Secrets of the Skew (第二版).pdf
(6.44 MB, 下载次数: 4, 售价: 2 金钱)
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