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hardcover. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
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Asset Price Dynamics, Volatility, and Prediction Hardcover - 2005
by Stephen J. Taylor
Details
- Title Asset Price Dynamics, Volatility, and Prediction
- Author Stephen J. Taylor
- Binding Hardcover
- Edition 1st ed.
- Pages 544
- Volumes 1
- Language ENG
- Publisher Princeton University Press
- Date 2005
- Illustrated Yes
- ISBN 9780691115375 / 0691115370
- Weight 2.06 lbs (0.93 kg)
- Dimensions 9.25 x 6 x 1.48 in (23.50 x 15.24 x 3.76 cm)
- Library of Congress Catalog Number 2005048758
- Dewey Decimal Code 332
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Asset Price Dynamics, Volatility, and Prediction
by Taylor, Stephen J.
- Used
- Good
- Hardcover
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- Used - Good
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9780691115375 / 0691115370
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- 1
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TAYLOR
by ASSET PRICE DYNAMICS, VOLATILITY AND PREDICTION 2005
- Used
- Condition
- Used
- ISBN 10 / ISBN 13
- 9780691115375 / 0691115370
- Quantity Available
- 10
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Houston, Texas, United States
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NZ$330.20NZ$16.50 shipping to USA
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BRAND NEW
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Asset Price Dynamics, Volatility, and Prediction
by Taylor, Stephen J.
- Used
- Very Good
- Hardcover
- Condition
- Used - Very Good
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9780691115375 / 0691115370
- Quantity Available
- 1
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Kraków, Poland
- Item Price
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NZ$101.20NZ$26.31 shipping to USA
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Description:
Princeton University Press, 2005 8vo (24 cm), XV, [3], 525, [1] pp. Publisher's cloth and dust jacket (dj somewhat stained). "This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions. Stephen Taylor provides a comprehensive introduction to the dynamic behavior of asset prices, relying on finance theory and statistical evidence. He uses stochastic processes to define mathematical models for price dynamics, but with less mathematics than in alternative texts. The key topics covered include random walk tests, trading rules, ARCH models, stochastic volatility models,…
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