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Stochastic volatility [electronic resource] : selected readings / edited by Neil Shephard.

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Series: Advanced texts in econometricsPublication details: Oxford ; New York : Oxford University Press, c2005.Description: viii, 525 p. : ill. ; 25 cmSubject(s):

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Contents:

pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.

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Holdings: http://site.ebrary.com/lib/strathmore/Doc?id=10233598

Includes bibliographical references and indexes.

pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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