Jarrow, Robert,  <br/><br/>
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. 
<br/><br/>Bibliografía al final de cada capítulo.  
<br/><br/>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? 
<br/><br/><label>ISBN: </label>1899332464 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Patrones de volatilidad<br/>Mercados internacionales
<br/><br/><label>Dewey Class. No.: </label>332.6363 /  / J379v