Stochastic volatility: selected readings / edited by Neil Shephard.
2005
QA274 .S824 2005
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Details
Title
Stochastic volatility: selected readings / edited by Neil Shephard.
ISBN
0199257191 (hbk)
0199257205 (pbk)
9780199257195
0199257205 (pbk)
9780199257195
Publication Details
Oxford ; New York : Oxford University Press, c2005.
Language
English
Description
viii, 525 p. : ill.
Call Number
QA274 .S824 2005
Dewey Decimal Classification
519.2/3
Bibliography, etc. Note
Includes bibliographical references and indexes.
Access Note
Access limited to authorized users.
Added Author
Series
Advanced texts in econometrics.
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Record Appears in
Table of Contents
pt. 1. Model building
pt. 2. Inference
pt. 3. Option pricing
pt. 4. Realised variation.
pt. 2. Inference
pt. 3. Option pricing
pt. 4. Realised variation.