Stochastic Volatility: Selected Readings (Bog, Paperback / softback, Engelsk)

Stochastic Volatility: Selected Readings

(Bog, Paperback / softback, Engelsk)

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Beskrivelse

Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility.

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Alle detaljer

Forlag Oxford University Press
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 10-03-2005
Første udgivelsesår 2005
Serie Advanced Texts in Econometrics
Illustrationer numerous figures and tables
Fagredaktør Neil ( Shephard
Originalsprog United Kingdom
Sideantal 536
Indbinding Paperback / softback
Forlag Oxford University Press
Sideoplysninger 536 pages, numerous figures and tables
Mål 236 x 158 x 30
ISBN-13 / EAN-13 9780199257201