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Title
Stochastic volatility [electronic resource] : selected readings / edited by Neil Shephard.
Imprint
Oxford ; New York : Oxford University Press, c2005.
Connect to
Available to Pittsburg State University patrons only.
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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
Available items only
