Stochastic Volatility

Name: Stochastic Volatility
Brand: Oxford University Press
SKU: 9780199257201
Price: 2057 CZK
Availability: InStock

Selected Readings

Autor: Neil Shephard

Jazyk:

Vazba: Brožovaná

Vydavatel: Oxford University Press

Dostupnost: Skladem u dodavatele

Odesíláme za 9-15 dnů

2 057 Kč

Stochastic volatility is the main concept used in the fields of financial economics and mathematical...

Informace o knize

Autor

Neil Shephard

Jazyk

Angličtina

Vazba

Kniha - Brožovaná

Vydáno

2005

Stránek

536

EAN

9780199257201

ISBN

0199257205

Enbook ID

04530593

Vydavatel

Oxford University Press

Hmotnost

772

Rozměry

158 x 236 x 30

Kompletní popis

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, and shows that the development of this subject has been highly multidisciplinary, with results drawn from financial economics, probability theory, and econometrics, blending to produce methods and models that have aided our understanding of the realistic pricing of options, efficient asset allocation, and accurate risk assessment. A lengthy introduction by the editor connects the papers with the literature.

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Nejčastěji hledané

Categories

Authors

Publishers

Produkty

Produkty

Stochastic Volatility

Selected Readings

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také