Stochastic volatility : selected readings /

Contributor(s):

Shephard, Neil

Material type: Text

TextSeries: Advanced texts in econometricsPublication details: Oxford ; New York : Oxford University Press, c2005.Description: viii, 525 pISBN:

0199257191 (hbk)
0199257205 (pbk)
9780199257201

Subject(s):

DDC classification:

330.01'5195 STO

LOC classification:

QA274 .S824 2005

Online resources:

Summary: This book brings together some of the main papers that have influenced this exciting new field, and shows that the development of this subject has been highly multidisciplinary, and has helped to produce methods and models for the realistic pricing of options, efficient asset allocation, and accuraterisk assessment. A lengthy introduction by the editor, a leader in the field, connects the papers with the literature.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
Monograph & others	CBN HQ Library General Stacks	Non-fiction	330.01'5195 STO (Browse shelf(Opens below))	c.1	Available	31008100000641
Monograph & others	CBN HQ Library General Stacks	Non-fiction	330.01'5195 STO (Browse shelf(Opens below))	c.2	Available	31008100000658
Monograph & others	CBN MINNA BRANCH LIBRARY General Stacks	Non-fiction	330.01'5195 STO (Browse shelf(Opens below))	c.1	Available	31008100393913
Monograph & others	CBN OWERRI BRANCH LIBRARY General Stacks	Non-fiction	330.01'5195 STO (Browse shelf(Opens below))	C.1	Available	31008100468830
Monograph & others	CBN PORTHARCOURT BRANCH LIBRARY General Stacks	Non-fiction	330.01'5195 STO (Browse shelf(Opens below))	C.1	Available	31008100520945
Monograph & others	CBN SOKOTO BRANCH LIBRARY	Non-fiction	330.01'5195 STO (Browse shelf(Opens below))		Available	31008100403894
Monograph & others	CBN UYO BRANCH LIBRARY General Stacks	Non-fiction	330.01'5195 STO (Browse shelf(Opens below))	c.1	Available	31008100551155

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Previous	330.01'5195 MET The methodology and practice of econometrics :	330.01'5195 NON Nonlinear financial econometrics :	330.01'5195 PES Time series and panel data econometrics /	330.01'5195 STO Stochastic volatility :	330.01'5195 WOO Introductory econometrics :	330.092'2411 RIS The rise of political economy in the Scottish enlightenment /	330.15'7 EBE Political economy, public policy and monetary economics :	Next

Includes bibliographical references and indexes.

This book brings together some of the main papers that have influenced this exciting new field, and shows that the development of this subject has been highly multidisciplinary, and has helped to produce methods and models for the realistic pricing of options, efficient asset allocation, and accuraterisk assessment. A lengthy introduction by the editor, a leader in the field, connects the papers with the literature.

nmn 24/04/13

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