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

Contributor(s): Series: Advanced texts in econometricsPublication details: Oxford ; New York : Oxford University Press, c2005.Description: viii, 525 p. : ill. ; 25 cmSubject(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.
Holdings
Cover image Item type Current library Home library Collection Shelving location Shelf location Call number Materials specified Vol info Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
E-Book Taylor's Library-TU 519.2/3 (Browse shelf(Opens below)) e-book

Includes bibliographical references and indexes.

pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.

TSLHHL

Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.