Asset Price Dynamics, Volatility, and Prediction 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Stephen J. Taylor 作者

Princeton University Press

译者

2007-9-2 出版日期

544 页数

GBP 66.95 价格

Paperback

丛书系列

9780691134796 图书编码

Asset Price Dynamics, Volatility, and Prediction 在线电子书图书标签: 金融 Finance 数学和计算机 pricing asset

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发表于2024-11-06

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Asset Price Dynamics, Volatility, and Prediction 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Asset Price Dynamics, Volatility, and Prediction 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Asset Price Dynamics, Volatility, and Prediction 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Asset Price Dynamics, Volatility, and Prediction 在线电子书图书描述

This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions. Stephen Taylor provides a comprehensive introduction to the dynamic behavior of asset prices, relying on finance theory and statistical evidence. He uses stochastic processes to define mathematical models for price dynamics, but with less mathematics than in alternative texts. The key topics covered include random walk tests, trading rules, ARCH models, stochastic volatility models, high-frequency datasets, and the information that option prices imply about volatility and distributions. "Asset Price Dynamics, Volatility, and Prediction" is ideal for students of economics, finance, and mathematics who are studying financial econometrics, and will enable researchers to identify and apply appropriate models and methods. It will likewise be a valuable resource for quantitative analysts, fund managers, risk managers, and investors who seek realistic expectations about future asset prices and the risks to which they are exposed.

Asset Price Dynamics, Volatility, and Prediction 在线电子书下载 mobi epub pdf txt 在线电子书下载

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