Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time (книга)
Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time | |
Автор: | Fabio Fornari Antonio Mele |
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Оригинал издан: | ???? |
«Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time» — книга ???? года.
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Содержание
От издателя
«It is well known that the volatility of financial returns is subject to continuous and persistent changes. Accordingly, many theoretical models have been built up to accommodate for the presence of such a feature. In this book, the authors emphasize…»