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Stochastic volatility [electronic resource] : selected readings / edited by Neil Shephard.

Contributor(s): Series: Advanced texts in econometricsPublication details: Oxford ; New York : Oxford University Press, c2005.Description: viii, 525 p. : illISBN:
  • 0199257191 (hbk)
  • 0199257205 (pbk)
  • 9780199257195
Subject(s): Genre/Form: DDC classification:
  • 519.2/3 22
LOC classification:
  • QA274 .S824 2005eb
Online resources:
Contents:
pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.
Item type: eBooks
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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, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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