This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780199257201.

Codice articolo 9861575

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Dati bibliografici

Titolo

Stochastic Volatility: Selected Readings

Editore

Oxford University Press

Data di pubblicazione

2005

Lingua

Inglese

ISBN 10

0199257205

ISBN 13

9780199257201

Rilegatura

Brossura

Condizione

Good

Cataloghi dei venditori

Economics

Descrizione articolo

Riassunto

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.

Informazioni sull?autore

Neil Shephard is Professor of Economics and Official Fellow in Economics, Nuffield College, at the University of Oxford. He has also taught at the London School of Economics. He has published widely, is on the Editorial Board of the Review of Economic Studies, and is Associate Editor of Econometrica.

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Descrizione libreria

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Quantit� dell?ordine	Da 5 a 10 giorni lavorativi	Da 1 a 3 giorni lavorativi
Primo articolo	EUR 14.96	EUR 28.44

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