Stochastic volatility: selected readings
Éditeur :
Oxford University Press
ISBN :
9780199257201
Date de publication :
10 mars 2005
Dimensions :
23,4 x 15,6 x 2,8 cm
Poids :
799 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.