Volatility : new estimation techniques for pricing derivatives /
Jarrow, Robert,
Volatility : new estimation techniques for pricing derivatives / Robert Jarrow - Great Britain : Risk Books, 1998 - 464 páginas : ilustraciones y gráficas a blanco y negro ; 30 cm.
Bibliografía al final de cada capítulo.
Making garch work: tests, refinements and applications -- Exploring volatility patterns over time -- Forecasting volatilities with implied volatilities -- Interrelated internationl markets: price and volatility spilovers -- Stochastic volatility models: the next generation? -- Smiles, skews and stochastic volatilities -- A practitioner´s perspective: what´s ahead?
1899332464
Patrones de volatilidad
Mercados internacionales
332.6363 / / J379v
Volatility : new estimation techniques for pricing derivatives / Robert Jarrow - Great Britain : Risk Books, 1998 - 464 páginas : ilustraciones y gráficas a blanco y negro ; 30 cm.
Bibliografía al final de cada capítulo.
Making garch work: tests, refinements and applications -- Exploring volatility patterns over time -- Forecasting volatilities with implied volatilities -- Interrelated internationl markets: price and volatility spilovers -- Stochastic volatility models: the next generation? -- Smiles, skews and stochastic volatilities -- A practitioner´s perspective: what´s ahead?
1899332464
Patrones de volatilidad
Mercados internacionales
332.6363 / / J379v
