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

Contributor(s): Material type: BookBookSeries: Advanced texts in econometricsPublication details: Oxford ; New York : Oxford University Press, c2005.Description: viii, 525 p. : illSubject(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.
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Item type Current library Call number Status Date due Barcode
E-Books E-Books Main Library 519.2/3 (Browse shelf(Opens below)) Available

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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