Volatility
new estimation techniques for pricing derivatives
Edición de la obra Volatility
| Autor | Robert A. Jarrow |
|---|---|
| Editorial | Risk Books |
| Fecha de publicación | 1998 |
| Lugar | London |
| Idioma | inglés |
| Páginas | 464 |
| ISBN-10 | 1899332413, 1899332464 |
| OCLC | 40337633 |
| Número de Cutter | J37v |
Written by a number of authors, this text is aimed at market practitioners and applies the latest stochastic volatility research findings to the analysis of stock prices. It includes commentary and analysis based on real-life situations.