Stochastic volatility in financial markets : crossing the bridge to continuous time
Fabio Fornari and Antonio Mele
| Year of publication: |
c2000
|
|---|---|
| Authors: | Fornari, Fabio ; Mele, Antonio |
| Publisher: |
Boston, Mass. [u.a.] : Kluwer Academic Publishers |
| Subject: | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Zinsstruktur | Yield curve | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Kapitalmarkt | Ökonometrisches Modell | Stochastische Analysis | Kreditmarkt |
| Description of contents: | Table of Contents [external.dandelon.com] ; Table of Contents [loc.gov] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | IX, 145 S ill 24 cm |
|---|---|
| Series: | Dynamic modeling and econometrics in economics and finance. - Heidelberg : Springer, ISSN 1566-0419, ZDB-ID 2120586-3. - Vol. 3 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references (p. [128]-142) and index Literaturverz. S. [127] - 142 |
| ISBN: | 0-7923-7842-3 |
| Classification: | Investition, Finanzierung ; Geld, Inflation, Kapitalmarkt ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001464294