Mendeley出力
＜図書＞
Stochastic volatility : selected readings
| 責任表示 | edited by Neil Shephard |
|---|---|
| シリーズ | Advanced texts in econometrics |
| データ種別 | 図書 |
| 出版情報 | Oxford : Oxford University Press , 2005 |
| 本文言語 | 英語 |
| 大きさ | viii, 525 p. : ill. ; 24 cm |
| 概要 | Shephard (economics, U. of Oxford) draws together 16 papers by international contributors on the econometrics of stochastic volatility used in financial economics and mathematical finance, also influe...ced by the fields of probability theory and econometrics. Topics stressed are model building, inference, option pricing, and realized variation, including process, exchange rates, volatility modeling, Bayesian analysis, and foreign currency options. Annotation ©2005 Book News, Inc., Portland, OR (booknews.com) Shephard (economics, U. of Oxford) draws together 16 papers by international contributors on the econometrics of stochastic volatility used in financial economics and mathematical finance, also influenced by the fields of probability theory and econometrics. Topics stressed are model building, inference, option pricing, and realized variation, including process, exchange rates, volatility modeling, Bayesian analysis, and foreign currency options. Annotation ©2005 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
|
|
: hbk | 理系図3F 数理独自 | P 005/STOC/1 | 2005 |
|
023212005001285 |
|
|||
|
|
: pbk | 中央図 3B | 331.19/Sh 14/20050449 | 2005 |
|
017212005004498 |
|
書誌詳細
| 一般注記 | Includes bibliographical references and indexes |
|---|---|
| 著者標目 | *Shephard, Neil |
| 書誌ID | 1001231774 |
| ISBN | 0199257191 |
| NCID | BA71605785 |
| 巻冊次 | : hbk ; ISBN:0199257191 : pbk ; ISBN:0199257205 |
| 登録日 | 2009.09.18 |
| 更新日 | 2009.11.02 |