000			01455cam a22003377a 4500
008			050808s2005 enka b 001 0 eng d
020			_a0199257191 (hbk)
020			_a0199257205 (pbk)
020			_a9780199257201
040			_aEQO _cEQO
050	0	0	_aQA274 _b.S824 2005
082	0	0	_a330.01'5195 _bSTO
245	0	0	_aStochastic volatility : _bselected readings /
260			_aOxford ; _aNew York : _bOxford University Press, _cc2005.
300			_aviii, 525 p. :
440		0	_aAdvanced texts in econometrics
504			_aIncludes bibliographical references and indexes.
520			_aThis 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.
590			_anmn 24/04/13
591			_aLoans
650		0	_aEconometrics
650		0	_aStochastic processes.
650		0	_aFinance
650		0	_aMoney market
650		0	_aCapital market
700	1		_aShephard, Neil.
856	4	2	_uhttp://www.loc.gov/catdir/enhancements/fy0639/2005299546-d.html
856	4	1	_uhttp://www.loc.gov/catdir/enhancements/fy0639/2005299546-t.html
942			_2ddc _cBOOK
949			_a330.01'5195 STO
999			_c911 _d911