Stochastic volatility : selected readings /

Stochastic volatility : selected readings / / edited by Neil Shephard.

Saved in:
Bibliographic Details
Superior document:Advanced texts in econometrics
:
ProQuest (Firm)
TeilnehmendeR:
Shephard, Neil.
ProQuest (Firm)
Year of Publication:2005
Language:English
Series:Advanced texts in econometrics.
Online Access:
Physical Description:viii, 525 p. :; ill.
Tags: Add Tag
No Tags, Be the first to tag this record!
LEADER 01645nam a2200433 a 4500
001 500422944
003 MiAaPQ
005 20200520144314.0
006 m o d |
007 cr cn|||||||||
008 050808s2005 enka sb 001 0 eng d
010 |z  2005299546 
020 |z 0199257191 (hbk) 
020 |z 0199257205 (pbk) 
020 |z 9780199257195 
035 |a (MiAaPQ)500422944 
035 |a (Au-PeEL)EBL422944 
035 |a (CaPaEBR)ebr10233598 
035 |a (CaONFJC)MIL84576 
035 |a (OCoLC)476260646 
040 |a MiAaPQ  |c MiAaPQ  |d MiAaPQ 
050 4 |a QA274  |b .S824 2005 
082 0 4 |a 519.2/3  |2 22 
245 0 0 |a Stochastic volatility  |h [electronic resource] :  |b selected readings /  |c edited by Neil Shephard. 
260 |a Oxford ;  |a New York :  |b Oxford University Press,  |c c2005. 
300 |a viii, 525 p. :  |b ill. 
490 1 |a Advanced texts in econometrics 
504 |a Includes bibliographical references and indexes. 
505 0 |a pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation. 
533 |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
650 0 |a Stochastic processes. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a Money market  |x Mathematical models. 
650 0 |a Capital market  |x Mathematical models. 
655 4 |a Electronic books. 
700 1 |a Shephard, Neil. 
710 2 |a ProQuest (Firm) 
830 0 |a Advanced texts in econometrics. 
856 4 0 |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=422944  |z Click to View 

Similar Items