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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Analysis of Implied Volatility Surfaces / Analyse von Impliziten Volatilitätsflächen

Schnellen, Marina 04 May 2007 (has links)
No description available.
310 Statistik
EGC 070
Mathematics and Natural Science
Implizite Volatilität
Implizite Volatilitätsfläche
log returns
Hauptkomponentenanalyse
lokale Polynomschätzer
Funktionaler Varianzprozess
implied volatility
implied volatility surface
log returns
principal component analysis
local polynomial smoothing
functional variance process
31.73

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