Modelling Financial Time Series
Second Edition
Book Details
Format
Hardback or Cased Book
ISBN-10
9812770844
ISBN-13
9789812770844
Edition
Second Edition
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jan 2nd, 2008
Print length
296 Pages
Weight
568 grams
Dimensions
23.70 x 16.20 x 2.00 cms
Product Classification:
Commodities
Ksh 17,100.00
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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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