Articoli correlati a Volatility: New Estimation Techniques for Pricing Derivative...
This text contains a single source of knowledge designed to resolve any question in the area of stochastic volatility. Over 30 articles are presented in seven sections, addressing issues from making GARCH work to the future of stochastic volatility option pricing research. Chapters cover such subjects as: modelling stochastic volatility; multivariate GARCH modelling ofasset returns; ARCH modelling in finance; the impact of firm specific news on implied volatilities; the informational content of implied volatility; and implied volatility skews and stock index skewness and Kurtosis implied by S&P 500 index option prices. The articles were selected and introduced by leading theoretician, Robert Jarrow.
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- EditoreRisk Books
- Data di pubblicazione1998
- ISBN 10 1899332464
- ISBN 13 9781899332465
- RilegaturaCopertina flessibile
- Numero di pagine356
- RedattoreJarrow Robert A.
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Condizioni: molto buonoThe book has been read, but is... Scopri di più su questo articolo
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Volatility: New Estimation Techniques for Pricing Derivatives
Editore:
Risk Books
(1998)
ISBN 10: 1899332464
ISBN 13: 9781899332465
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Paperback
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Descrizione libro Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR003067518
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Volatility
Editore:
Risk Books
(1998)
ISBN 10: 1899332464
ISBN 13: 9781899332465
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paperback
Quantità: 1
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Descrizione libro paperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!. Codice articolo S_351366295
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Volatility: New Estimation Techniques for Pricing Derivatives
Editore:
Risk Publications
(1998)
ISBN 10: 1899332464
ISBN 13: 9781899332465
Antico o usato
Paperback
Quantità: 1
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Descrizione libro Paperback. Condizione: Good. No Jacket. Former library book; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.01. Codice articolo G1899332464I3N10
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Volatility: New Estimation Techniques for Pricing Derivatives
Editore:
Risk Books
(1998)
ISBN 10: 1899332464
ISBN 13: 9781899332465
Antico o usato
paperback
Quantità: 1
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Valutazione libreria
Descrizione libro paperback. Condizione: Very Good. Volatility: New Estimation Techniques for Pricing Derivatives This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. . Codice articolo 7719-9781899332465
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Volatility: New Estimation Techniques for Pricing Derivatives
Editore:
Risk Books -
(1998)
ISBN 10: 1899332464
ISBN 13: 9781899332465
Antico o usato
paperback
Quantità: 1
Da:
Valutazione libreria
Descrizione libro paperback. Condizione: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee. Codice articolo 6545-9781899332465
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