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(Ebook) Stochastic volatility: selected readings by Neil Shephard ISBN 9780199257201, 0199257205

  • SKU: EBN-897964
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Authors:Neil Shephard
Pages:534 pages.
Year:2005
Editon:First Paperback Edition
Publisher:Oxford University Press, USA
Language:english
File Size:2.4 MB
Format:pdf
ISBNS:9780199257201, 0199257205
Categories: Ebooks

Product desciption

(Ebook) Stochastic volatility: selected readings by Neil Shephard ISBN 9780199257201, 0199257205

Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved.
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