Handbook of volatility models and their applications / edited by Luc Bauwens, Christian Hafner, Sebastien Laurent.

"The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen expert...

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Bibliographic Details
Other Authors: Bauwens, Luc, 1952-, Hafner, Christian, Laurent, Sébastien, 1974-
Format: eBook
Language:English
Published: Hoboken, N.J. : Wiley, ©2012.
Series:Wiley handbooks in financial engineering and econometrics.
Subjects:
Online Access:Click for online access