Stochastic Volatility

Stochastic Volatility

Selected Readings

eBook - 2005
Rate this:
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 he discusses all major issues involved. General Introduction N. Shephard. Part I: Model Building. 1. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices, (P.K. Clark). 2. Financial Returns Modelled by the Product of Two Stochastic Processes: A Study of Daily Sugar P.
Publisher: Oxford ; New York : Oxford University Press, 2005
ISBN: 9780191531422
0191531421
9781429469364
1429469366
661084576X
9786610845767
9780199257201
9780199257195
0199257191
0199257205
Characteristics: 1 online resource (viii, 525 pages) : illustrations
Additional Contributors: Shephard, Neil

Opinion

From the critics


Community Activity

Comment

Add a Comment

There are no comments for this title yet.

Age Suitability

Add Age Suitability

There are no age suitabilities for this title yet.

Summary

Add a Summary

There are no summaries for this title yet.

Notices

Add Notices

There are no notices for this title yet.

Quotes

Add a Quote

There are no quotes for this title yet.

Explore Further

Recommendations

Subject Headings

  Loading...

Find it at SPL

  Loading...
[]
[]
To Top