Free shipping on orders over $95Buy one with 1% offer on sale price
Zoom the image with the mouse
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time
ISBN:
9781461370451
List Price:
$109.99
Share:
Special Offers Available
Free shipping on orders over $95Buy one with 1% offer on sale priceBuy New
We can help you leverage the power of books
Customer Service
Connect with a dedicated account manager who is there every step of the way.
Price Match Guarantee
If you see better pricing elsewhere on your desired quantity, we will price match so you can be sure to get the best pricing.
Free Shipping
Enjoy free ground shipping on your order of $95 or more!
Brand New Guarantee
We only sell books that are brand new and protect that with a guarantee.
Customization
From author signatures to marketing inserts, custom packaging to brand stickers, we can help take your book marketing to the next level.
Details
Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts. The first part aims at documenting an empirical regularity of financial price changes: the occurrence of sudden and persistent changes of financial markets volatility. This phenomenon, technically termed `stochastic volatility', or `conditional heteroskedasticity', has been well known for at least 20 years; in this part, further, useful theoretical properties of conditionally heteroskedastic models are uncovered. The second part goes beyond the statistical aspects of stochastic volatility models: it constructs and uses new fully articulated, theoretically-sounded financial asset pricing models that allow for the presence of conditional heteroskedasticity. The third part shows how the inclusion of the statistical aspects of stochastic volatility in a rigorous economic scheme can be faced from an empirical standpoint.
Product details
Need Books? Bookpal makes it easy
Connect With Us
Customer Reviews
Products related to this item
Related Products