Handbook of volatility models and their applications /

• Άλλοι συγγραφείς: Bauwens, Luc, 1952-, Hafner, Christian, Laurent, Sébastien, 1974-
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, N.J. : Wiley, [2012]
• Σειρά: Wiley handbooks in financial engineering and econometrics.
• Θέματα: Banks and banking > Econometric models.; Finance > Econometric models.; GARCH model.; BUSINESS & ECONOMICS > Finance.; Business.; Electronic books.

"The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen expert...