balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various …

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot … volatility: Autoregressive Conditional Heteroskedasticity and Stochastic Volatility presents ARCH and stochastic volatility … econometrics who work with volatility models in their everyday work. The book also serves as a supplement for courses on risk …