More From Contributor

£43.88
This comparative survey of European & US consumer protection schemes offers detailed information on how much protection investors really have in these troubled times. Consumer confidence is at a low ebb as consumers feel unprotected, a result of disasters involving companies such as Enron. ...
Archived Product
£18.76
Mention Enron or BCCI & a lack of financial regulation springs to mind. Consumer confidence is at a low ebb, as consumers feel unprotected. This comparative survey of European & US consumer protection schemes offers detailed information on how much protection investors really have. ...
Archived Product
£43.12
Provides a framework that shows how to bridge the gap between the continuous-time pricing practice in financial engineering & the capital market data from discrete-time intervals. This book covers applications to risky assets traded on the markets for funds, fixed-income products & electricity derivatives. ...
Archived Product
£32.30
Covering the pricing of assets, derivatives, & bonds in a discrete time, complete markets framework, this book is aimed at Masters & Ph D students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, & multi-period asset pricing under rational expectations. ...
Archived Product

Asset Price Dynamics, Volatility, And Prediction

Moving beyond purely theoretical models, the author applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions.
RIP - This product is no longer available on our network. It was last seen on 01.01.2015

This page now acts as a permanent archive for this product. Add more information using the comments box below to ensure it can still be found by future generations.

Use our search facility to see if it is available from an alternative contributor.
  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9780691134796
Availability: In Stock
£22.36

Product Description

Moving beyond purely theoretical models, the author applies methods supported by empirical research of equity & foreign exchange markets to show how daily & more frequent asset prices, & the prices of option contracts, can be used to construct & assess predictions about future prices, their volatility, & their probability distributions.

Reviews/Comments

Add New

Intelligent Comparison

Oooops!
We couldn't find anything!
Perhaps this product's unique.... Or perhaps we are still looking for comparisons!
Click to bump this page and we'll hurry up.

Price History

Oooops!
We couldn't find any historical pricing!

Vouchers

No voucher codes found.
Do you know a voucher code for this product or supplier? Add it to Insights for others to use.

Facebook

Jargon Buster

Supplier Information

Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
Excellent customer service
Fast delivery
Page Updated: 2015-03-31 20:45:45

Community Generated Product Tags

Oh No! The productWIKI community hasn't generated any tags for this product yet!
Menu