Stochastic volatility selected readings /
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| Corporate Author: | |
|---|---|
| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Oxford ; New York :
Oxford University Press,
c2005.
|
| Series: | Advanced texts in econometrics.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 020 | |z 9780199257195 | ||
| 035 | |a (CaPaEBR)ebr10233598 | ||
| 035 | |a (OCoLC)132690934 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a QA274 |b .S824 2005eb |
| 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. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary 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 | 7 | |a Electronic books. |2 local | |
| 700 | 1 | |a Shephard, Neil. | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a Advanced texts in econometrics. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10233598 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 90094 |d 90094 | ||