TY  - BOOK
AU  - Shephard,Neil
TI  - Stochastic volatility: selected readings 
SN  - 0199257191 (hbk)
AV  - QA274 .S824 2005
U1  - 330.01'5195 
PY  - 2005///
CY  - Oxford, New York
PB  - Oxford University Press
KW  - Econometrics
KW  - Stochastic processes
KW  - Finance
KW  - Money market
KW  - Capital market
N1  - Includes bibliographical references and indexes
N2  - 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
UR  - http://www.loc.gov/catdir/enhancements/fy0639/2005299546-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy0639/2005299546-t.html
ER  -