| 000 | 01118nam a2200229Ia 4500 | ||
|---|---|---|---|
| 003 | OSt | ||
| 005 | 20210715105545.0 | ||
| 008 | 210310s1998 xxkad fr 000 0 eng d | ||
| 020 | _a1899332464 | ||
| 040 |
_aCO-JMCR _cCO-JMCR |
||
| 041 | 0 | _aeng | |
| 082 | 0 | 4 |
_a332.6363 / _bJ379v _223 |
| 100 | 1 |
_aJarrow, Robert, _916137 _eeditor |
|
| 245 | 1 | 0 |
_aVolatility : _bnew estimation techniques for pricing derivatives / _cRobert Jarrow |
| 260 |
_aGreat Britain : _bRisk Books, _c1998 |
||
| 300 |
_a464 páginas : _bilustraciones y gráficas a blanco y negro ; _c30 cm. |
||
| 504 | _aBibliografía al final de cada capítulo. | ||
| 505 | 0 | _aMaking 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? | |
| 650 | 1 | 4 |
_aPatrones de volatilidad _916139 |
| 650 | 2 | 4 |
_aMercados internacionales _95531 |
| 942 |
_2ddc _cBK |
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| 999 |
_c8031 _d8031 |
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