Stochastic Volatility

Stochastic Volatility pdf epub mobi txt 电子书 下载 2025

出版者:Oxford University Press
作者:Shephard, Neil 编
出品人:
页数:534
译者:
出版时间:2005-5-26
价格:USD 82.00
装帧:Paperback
isbn号码:9780199257201
丛书系列:
图书标签:
  • 金融 
  • 数学 
  • 经济学 
  • 波动率 
  • StochasticVolatility 
  •  
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Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility, and shows that the development of this subject has been highly multidisciplinary, with results drawn from financial economics, probability theory, and econometrics, blending to produce methods and models that have aided our understanding of the realistic pricing of options, efficient asset allocation, and accurate risk assessment. A lengthy introduction by the editor connects the papers with the literature.

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