Stochastic volatility in financial markets : crossing the bridge to continuous time :: Fabio Fornari :: ISBN 0792378423 :: Kluwer Academic Publishers 2000 :: OBNB, the Open British National Bibliography

Publication Data

Title Stochastic volatility in financial markets : crossing the bridge to continuous time
Author Fabio Fornari
Contributor Antonio Mele
Publisher Kluwer Academic Publishers
Publication date 2000
Publication location Boston, Mass.
Language English

Topics

Finance :: Econometric models
Capital market :: Econometric models
Stochastic analysis

Catalogue Data

OBNB ID GBA047862
ISBN 10 0792378423
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.015195

ISBD

P1053 ix, 145 p.
P1042 Includes bibliographical references and index.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Stochastic volatility in financial markets : crossing the bridge to continuous time by Fabio Fornari. ISBN 0792378423. Published by Kluwer Academic Publishers in 2000. Publication and catalogue information, links to buy online and reader comments.