Cover Image

Stochastic volatility : selected readings /

Bibliographic Details
Other Authors: Shephard, Neil
Format: Book
Language:English
Published: Oxford ; New York : Oxford University Press, [2005]
Series:Advanced texts in econometrics.
Subjects:
Stochastic processes.
Finance > Mathematical models.
Money market > Mathematical models.
Capital market > Mathematical models.
Description
Physical Description:viii, 525 pages : illustrations ; 25 cm.
Bibliography:Includes bibliographical references and indexes.
ISBN:0199257191 (hbk)
0199257205 (pbk)