
Stock image for illustration purposes only - book cover, edition or condition may vary.
Inside Volatility Filtering: Secrets of the Skew
Alireza Javaheri
€ 108.51
FREE Delivery in Ireland
Description for Inside Volatility Filtering: Secrets of the Skew
Hardcover. 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. Series: Wiley Finance. Num Pages: 320 pages, illustrations. BIC Classification: KJMV1. Category: (P) Professional & Vocational. Dimension: 234 x 172 x 27. Weight in Grams: 528.
A new, more accurate take on the classical approach to volatility evaluation
Read moreInside 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...
Product Details
Format
Hardback
Publication date
2015
Publisher
John Wiley & Sons Inc United States
Number of pages
320
Condition
New
Series
Wiley Finance
Number of Pages
320
Place of Publication
New York, United States
ISBN
9781118943977
SKU
V9781118943977
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Alireza Javaheri
ALIREZA JAVAHERI is the head of Equities Quantitative Research Americas at JP Morgan and an adjunct professor of Mathematical Finance at the Courant Institute of New York University, as well as Baruch College. He has worked in the field of derivatives quantitative research since 1994 in a variety of investment banks, including Goldman Sachs and Citigroup.
Reviews for Inside Volatility Filtering: Secrets of the Skew