Stochastic Volatility
Selected Readings
Format:Paperback
Publisher:Oxford University Press
Published:10th Mar '05
Currently unavailable, and unfortunately no date known when it will be back
Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved.
This volume represents an invaluable surveyon the state-of-the-art of SV modelling in finance. Quite simply, this volume is a must-have for anyone dealing with volatility modelling Giuseppe Cavaliere, The Economic Journal
ISBN: 9780199257201
Dimensions: 234mm x 156mm x 28mm
Weight: 799g
536 pages