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About this product
- DescriptionOffers advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces. This book deals with smile-consistent pricing approaches. It covers estimation techniques that are natural candidates to meet the challenges in implied volatility surfaces.
- Author BiographyMatthias Fengler took his PhD in Finance at the Humboldt-Universitat zu Berlin and is now a quantitative analyst at Sal. Oppenheim, Frankfurt.
- Author(s)Matthias Fengler
- PublisherSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Date of Publication19/10/2005
- GenreFinance & Accounting
- Series TitleSpringer Finance / Springer Finance Lecture Notes
- Place of PublicationBerlin
- Country of PublicationGermany
- ImprintSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Content Note61 black & white illustrations, 15 black & white tables, biography
- Weight348 g
- Width156 mm
- Height234 mm
- Spine13 mm
- Format DetailsTrade paperback (US)
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