Contact
How to shop
Delivery
Shopping guide
English
235 b
Up to 30 days for returns
Customers also purchased
/
Calendar
28.35
€
/
Paperback
29.06
€
Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility, and shows that the development of this subject has been highly multidisciplinary, with results drawn from financial economics, probability theory, and econometrics, blending to produce methods and models that have aided our understanding of the realistic pricing of options, efficient asset allocation, and accurate risk assessment. A lengthy introduction by the editor connects the papers with the literature.
About the book
English
Categories
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Paperback
22.50
€
/
Paperback
20.48
€
/
Paperback
15.23
€
/
Paperback
8.57
€
/
Hardback
14.73
€
/
Paperback
36.12
€
/
Hardback
46.72
€
Hi! I'm Libroamiko, your book advisor.
How can I help you?