01118nam a2200229Ia 4500 OSt 20210715105545.0 210310s1998 xxkad fr 000 0 eng d 1899332464 CO-JMCR CO-JMCR eng 332.6363 / J379v 23 Jarrow, Robert, 16137 editor 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? Patrones de volatilidad 16139 Mercados internacionales 5531 ddc BK 8031 8031 0 0 ddc 0 0 NFIC CPL CPL 2018-04-15 Donación 332.6363 / J379v 430002954 2024-05-16 00:00:00 Ej.1 BK