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Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time - Softcover

Mele, Antonio; Fornari, Fabio

 
9781461545347: Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time
Softcover
ISBN 10: 146154534X ISBN 13: 9781461545347
Publisher: Springer, 2012

This specific ISBN edition is currently not available.

Synopsis

List of figures. List of tables. Preface. 1. Introduction. 2. Continuous time behavior of non linear ARCH models. 3. Continuous time stochastic volatility option pricing: foundational issues. 4. Models of the term structure with stochastic volatility. 5. Formulating, solving and estimating models of the term structure using ARCH models as diffusion approximations. References. Index.

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Publisher
Springer
Publication date
2012
Language
English
ISBN 10 
146154534X
ISBN 13 
9781461545347
Binding
Paperback

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Other Popular Editions of the Same Title

9780792378426: Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time: 3 (Dynamic Modeling and Econometrics in Economics and Finance, 3)

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ISBN 10:  0792378423 ISBN 13:  9780792378426
Publisher: Springer, 2000
Hardcover