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Title Stochastic volatility [electronic resource] : selected readings / edited by Neil Shephard.

Imprint Oxford ; New York : Oxford University Press, c2005.

Copies

Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Description viii, 525 p. : ill.
Series Advanced texts in econometrics
Advanced texts in econometrics.
Bibliography Includes bibliographical references and indexes.
Contents pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject Stochastic processes.
Finance -- Mathematical models.
Money market -- Mathematical models.
Capital market -- Mathematical models.
Genre/Form Electronic books.
Added Author Shephard, Neil.
ProQuest (Firm)
ISBN 0199257191 (hbk)
0199257205 (pbk)
9780199257195

 
    
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