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 avai...
[PDF.id24] Inside Volatility Filtering: Secrets of the Skew (Wiley Finance) Rating: 4.64 (518 Votes)
You easily download any file type for your device.Inside Volatility Filtering: Secrets of the Skew (Wiley Finance) | Alireza Javaheri. I was recommended this book by a dear friend of mine.
