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Modelling Stock Market Volatility: Bridging the Gap to Continuous Time

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Modelling Stock Market Volatility: Bridging the Gap to Continuous Time - Rossi, Peter H, Dr. (Editor)
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Finance professionals in government and in the trading and investment banking industry use time models to provide necessary data for pricing options and related securities. This volume provides a wealth of practical guidance for these professionals to successfully implement continuous-time models.

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Modelling Stock Market Volatility: Bridging the Gap to Continuous Time 1996, Academic Press, San Diego, CA

ISBN-13: 9780125982757

Hardcover