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  Search result  Your search for [author]Ait-Sahalia, Yacine returned 5 records.  
 
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  Book Nonparametric estimation of state-price densities implicit in financial asset prices.

by Ait-Sahalia, Yacine; Cambridge: National Bureau of Economic Research, 1995.

Subject: Pricing -- Econometric models; Price regulation -- Econometric models; Prices -- Econometric models.

  
     
Relevance: 35.42%
 
     
  Book Testing continuous-time models of the spot interest rate.

by Ait-Sahalia, Yacine; Cambridge: National Bureau of Economic Research, 1995.

Subject: Interest rates -- Econometric models.

  
     
Relevance: 35.42%
 
     
  Book Nonparametric pricing of interest rate derivative securities.

by Ait-Sahalia, Yacine; Cambridge: National Bureau of Economic Research, 1995.

Subject: Interest rates; Derivative securities; Nonparametric statistics.

  
     
Relevance: 35.42%
 
     
  Book Dynamic equilibrium and volatility in financial asset markets.

by Ait-Sahalia, Yacine; Cambridge: National Bureau of Economic Research, 1996.

Subject: Prices; Equilibrium (Economics).

  
     
Relevance: 35.42%
 
     
  Book Nonparametric risk management and implied risk aversion.

by Ait-Sahalia, Yacine; Cambridge: National Bureau of Economic Research, 1997.

Subject: Risk management; Nonparametric statistics.

  
     
Relevance: 35.42%
 
     
 
         
         
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