Stochastic volatility : selected readings

Stochastic volatility : selected readings / edited by Neil Shephard.

Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which...

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Bibliographic Details
Other Authors:	Shephard, Neil
Format:	eBook
Language:	English
Published:	Oxford ; New York : Oxford University Press, 2005.
Series:	Advanced texts in econometrics.
Subjects:	Stochastic processes. Finance > Mathematical models. Money market > Mathematical models. Capital market > Mathematical models. MATHEMATICS > Probability & Statistics > Stochastic Processes. Capital market > Mathematical models Finance > Mathematical models Money market > Mathematical models Stochastic processes Stochastische modellen. Beweeglijkheid. Econometrische analyse. Portfolio-theorie.
Online Access:	Click for online access

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