1648899

9780199257195

Stochastic Volatility Selected Readings

Stochastic Volatility Selected Readings

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  • ISBN-13: 9780199257195
  • ISBN: 0199257191
  • Publisher: Oxford University Press, Incorporated

AUTHOR

Shephard, Neil

SUMMARY

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.Shephard, Neil is the author of 'Stochastic Volatility Selected Readings' with ISBN 9780199257195 and ISBN 0199257191.

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