new estimation techniques for pricing derivatives Jarrow, Robert creator editor text xxk Great Britain Risk Books 1998 monographic eng 464 páginas : ilustraciones y gráficas a blanco y negro ; 30 cm. 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? specialized Robert Jarrow Bibliografía al final de cada capítulo. Patrones de volatilidad Mercados internacionales 332.6363 / J379v 1899332464 CO-JMCR 210310 20210715105545.0