Stochastic Volatility - Selected Readings (Paperback)


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.

R1,918

Or split into 4x interest-free payments of 25% on orders over R50
Learn more

Discovery Miles19180
Mobicred@R180pm x 12* Mobicred Info
Free Delivery
Delivery AdviceShips in 12 - 17 working days


Toggle WishListAdd to wish list
Review this Item

Product Description

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.

Customer Reviews

No reviews or ratings yet - be the first to create one!

Product Details

General

Imprint

Oxford UniversityPress

Country of origin

United Kingdom

Series

Advanced Texts in Econometrics

Release date

March 2005

Availability

Expected to ship within 12 - 17 working days

First published

March 2005

Editors

Dimensions

234 x 156 x 28mm (L x W x T)

Format

Paperback

Pages

536

ISBN-13

978-0-19-925720-1

Barcode

9780199257201

Categories

LSN

0-19-925720-5



Trending On Loot