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
Shephard, Neil.
Series
Advanced texts in econometrics.
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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.