Economics, Finance, Business and Management, Economics, Macroeconomics, Monetary Economics
Stochastic Volatility

Stochastic Volatility

Paperback Published on: 10/03/2005
£67.00
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Synopsis

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.

Publisher information

  • Publisher: OUP OXFORD
  • ISBN: 9780199257201
  • Number of pages: 448
  • Dimensions: 236 x 158 x 30 mm
  • Weight: 772g
  • Languages: English