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Modelling Financial Time Series

Contains innovative models for the prices of financial assets. This volume presents ARCH and stochastic volatility models that are used and cited in academic research and are applied by quantitative analysts in many banks. It also takes into account the progress made by empirical researchers from 1986 to 2006.
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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9789812770844
Availability: In Stock
£61.20
social sciences, law & economics Social Sciences, Law & Economics
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Product Description

Contains innovative models for the prices of financial assets. This volume presents ARCH & stochastic volatility models that are used & cited in academic research & are applied by quantitative analysts in many banks. It also takes into account the progress made by empirical researchers from 1986 to 2006.

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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

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