Modelling financial time series
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 19...
| Autor principal: | |
|---|---|
| Format: | Llibre |
| Idioma: | English |
| Publicat: |
Singapore
World Scientific Pub.
2008.
|
| Edició: | 2nd ed. |
| Matèries: |