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Asset Price Dynamics, Volatility, and Prediction
de Taylor, Stephen J
- Usado
- Muy bueno
- Tapa dura
- Estado
- Muy bueno
- ISBN 10
- 0691115370
- ISBN 13
- 9780691115375
- Librería
-
Kraków, Poland
Formas de pago aceptadas
Sobre este artículo
Princeton University Press, 2005 8vo (24 cm), XV, [3], 525, [1] pp. Publisher's cloth and dust jacket (dj somewhat stained). "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." (from the blurb)
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Detalles
- Librería
- Leopolis Volodymyr Dmyterko
(PL)
- Inventario del vendedor #
- 009036
- Título
- Asset Price Dynamics, Volatility, and Prediction
- Autor
- Taylor, Stephen J
- Formato/Encuadernación
- Tapa dura
- Estado del libro
- Usado - Muy bueno
- Cantidad disponible
- 1
- ISBN 10
- 0691115370
- ISBN 13
- 9780691115375
- Editorial
- Princeton University Press
- Fecha de publicación
- 2005
- Catálogos del vendedor
- Mathematics; Economics;
Términos de venta
Leopolis Volodymyr Dmyterko
Any book may be returned within 14 days for any reason. All books remain our property until paid for in full. Export of books, manuscripts, maps etc. is subject to the Act of 23 July 2003 on the protection of arts and antiquities. Orders usually ship within 3 business days via priority or express mail, with tracking.
Sobre el vendedor
Leopolis Volodymyr Dmyterko
Miembro de Biblio desde 2019
Kraków
Sobre Leopolis Volodymyr Dmyterko
Specializing in mathematical sciences, Church Slavonic and Slavic books, Eastern European history, travels and topography, bibliography, history and art of the book, history of libraries and collections
Glosario
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