TY  - BOOK
AU  - Jarrow,Robert
TI  - Volatility : : new estimation techniques for pricing derivatives / 
SN  - 1899332464
U1  - 332.6363 / 23
PY  - 1998///
CY  - Great Britain : 
PB  - Risk Books, 
KW  - Patrones de volatilidad
KW  - Mercados internacionales
N1  - 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?
ER  -