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

Contributor(s): Series: Advanced texts in econometricsPublication details: Oxford ; New York : Oxford University Press, c2005.Description: viii, 525 p. : illSubject(s): Genre/Form: DDC classification:
  • 519.2/3 22
LOC classification:
  • QA274 .S824 2005eb
Online resources:
Contents:
pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation.
Reviews from LibraryThing.com:
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Call number URL Status Date due Barcode Item holds
E-Book E-Book Strathmore University (Main Library) Online Resource Link to resource Not for loan
Total holds: 0

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, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

There are no comments on this title.

to post a comment.
© Strathmore University Library
Madaraka Estate, Ole Sangale Road | P. O. Box 59857 - 00200 City Square, Nairobi, Kenya
(+254) (0)703 034 000/200/300 | (+254) (0)20-607498