Stochastic volatility [electronic resource] : selected readings / edited by Neil Shephard.
Contributor(s): Shephard, Neil | ebrary, Inc.
Material type:
BookSeries: Advanced texts in econometrics: Publisher: Oxford ; New York : Oxford University Press, c2005Description: viii, 525 p. : ill. ; 25 cm.Subject(s): Stochastic processes | Finance -- Mathematical models | Money market -- Mathematical models | Capital market -- Mathematical modelsGenre/Form: Electronic books.DDC classification: 519.2/3 Online resources: An electronic book accessible through the World Wide Web; click to view
Contents:
pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.
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Includes bibliographical references and indexes.
pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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