Hardback. New. Contains innovative models for the prices of financial assets. This volume presents ARCH and stochastic volatility models that are used and cited in academic research and are applied by quantitative analysts in many banks. It also takes into account the progress made by empirical researchers from 1986 to 2006.

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EUR 127.14

MODELLING FINANCIAL TIME SERIES:2ND ED

de Stephen J. Taylor

Estado

New

Encuadernación

Hard Cover

ISBN

9789812770844

Cantidad disponible

Librería

Ria Christie Collections

Uxbridge, Greater London, GBR

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Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; Contains innovative models for the prices of financial assets. This volume presents ARCH and stochastic volatility models that are used and cited in academic research and are applied by quantitative analysts in many banks. It also takes