Stochastic Volatility

Regular price €75.99
Quantity:
In stock with our UK publisher. 14-28 days
Delivery/Collection within 10-20 working days
14 days return policy Shipping & Delivery
Category=KCBM
Category=KCL
Category=KCX
Category=KFF
Category=KNS
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction

Product details

  • ISBN 9780199257201
  • Weight: 799g
  • Dimensions: 156 x 234mm
  • Publication Date: 10 Mar 2005
  • Publisher: Oxford University Press
  • Publication City/Country: GB
  • Product Form: Paperback
Secure checkout Fast Shipping Easy returns
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.
Neil Shephard is Professor of Economics and Official Fellow in Economics, Nuffield College, at the University of Oxford. He has also taught at the London School of Economics. He has published widely, is on the Editorial Board of the Review of Economic Studies, and is Associate Editor of Econometrica.