Articoli correlati a Stochastic Volatility in Financial Markets: Crossing...
Sinossi
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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Contenuti
List of figures. List of tables. Preface. 1. Introduction. 2. Continuous time behavior of non linear ARCH models. 3. Continuous time stochastic volatility option pricing: foundational issues. 4. Models of the term structure with stochastic volatility. 5. Formulating, solving and estimating models of the term structure using ARCH models as diffusion approximations. References. Index.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Compra usato
Condizioni: molto buonoShips from the UK. Former library...
Visualizza questo articolo
EUR 41,91
EUR 5,72 per la spedizione da Regno Unito a Italia
Destinazione, tempi e costiCompra nuovo
Visualizza questo articolo
EUR 92,27
EUR 9,70 per la spedizione da Germania a Italia
Destinazione, tempi e costiAltre edizioni note dello stesso titolo
Risultati della ricerca per Stochastic Volatility in Financial Markets: Crossing...
Foto dell'editore
Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time
Da: Better World Books Ltd, Dunfermline, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Very Good. Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Codice articolo 11643489-6
Quantità: 1 disponibili
Foto dell'editore
Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time
Da: Better World Books, Mishawaka, IN, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Good. Used book that is in clean, average condition without any missing pages. Codice articolo 16482366-6
Quantità: 1 disponibili
Immagini fornite dal venditore
Stochastic Volatility in Financial Markets
Print on DemandDa: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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: t. Codice articolo 5970470
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Stochastic Volatility in Financial Markets
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 172 pp. Englisch. Codice articolo 9780792378426
Quantità: 2 disponibili
Immagini fornite dal venditore
Stochastic Volatility in Financial Markets
Editore:
Springer US, Springer US Mai 2000, 2000
ISBN 10: 0792378423
ISBN 13: 9780792378426
Nuovo
Rilegato
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 172 pp. Englisch. Codice articolo 9780792378426
Quantità: 2 disponibili
Foto dell'editore
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time (Dynamic Modeling and Econometrics in Economics and Finance, 3)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9780792378426_new
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Stochastic Volatility in Financial Markets : Crossing the Bridge to Continuous Time
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Codice articolo 9780792378426
Quantità: 1 disponibili
Foto dell'editore
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time
Print on DemandDa: THE SAINT BOOKSTORE, Southport, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 445. Codice articolo C9780792378426
Quantità: Più di 20 disponibili
Foto dell'editore
Stochastic Volatility in Financial Markets
Da: Books Puddle, New York, NY, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. pp. 168. Codice articolo 26317507
Quantità: 4 disponibili
Foto dell'editore
Stochastic Volatility in Financial Markets
Print on DemandDa: Majestic Books, Hounslow, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. Print on Demand pp. 168 Illus. Codice articolo 7563164
Quantità: 4 disponibili