Items related to Stochastic Volatility: Selected Readings (Advanced...
Synopsis
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.
"synopsis" may belong to another edition of this title.
About the Author
Neil Shephard is Professor of Economics and Official Fellow in Economics, Nuffield College, at the University of Oxford. He has also taught at the London School of Economics. He has published widely, is on the Editorial Board of the Review of Economic Studies, and is Associate Editor of Econometrica.
"About this title" may belong to another edition of this title.
- PublisherOxford University Press
- Publication date2005
- ISBN 10 0199257191
- ISBN 13 9780199257195
- BindingHardcover
- LanguageEnglish
- Number of pages536
- EditorShephard Neil
Search results for Stochastic Volatility: Selected Readings (Advanced...
Stock Image
Stochastic Volatility: Selected Readings.
Seller: Powell's Bookstores Chicago, ABAA, Chicago, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Used - Like New. 2005. Hardcover. Fine. Cloth. 8vo. 525 pp. Seller Inventory # mgf0221
Quantity: 1 available
Stock Image
Stochastic Volatility : Selected Readings
Published by
Oxford University Press, Incorporated, 2005
ISBN 10: 0199257191
ISBN 13: 9780199257195
Used
Hardcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Seller Inventory # 51319929-6
Quantity: 1 available