Handbook of Volatility Models and Their Applications |
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| Author:
| Bauwens, Luc
Hafner, Christian M.
Laurent, Sebastien |
| Series title: | Wiley Handbooks in Financial Engineering and Econometrics Ser. |
| ISBN: | 978-0-470-87251-2 |
| Publication Date: | Mar 2012 |
| Publisher: | John Wiley & Sons, Limited
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| Book Format: | Hardback |
| List Price: | AUD $318.95 |
Book Description:
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A complete guide to the theory and practice of volatility models in financial engineering
Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics.
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics.