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MODELLING FINANCIAL TIME SERIES:2ND ED

MODELLING FINANCIAL TIME SERIES:2ND ED Hard cover - 2008

by Stephen J. Taylor

  • New
  • Hardcover

Description

Hard Cover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; Contains innovative models for the prices of financial assets. This volume presents ARCH and stochastic volatility models that are used and cited in academic research and are applied by quantitative analysts in many banks. It also takes
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Details

  • Title MODELLING FINANCIAL TIME SERIES:2ND ED
  • Author Stephen J. Taylor
  • Binding Hard Cover
  • Edition 2nd
  • Condition New
  • Pages 296
  • Volumes 1
  • Language ENG
  • Publisher World Scientific Publishing Company
  • Date 2008-04-01
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • Bookseller's Inventory # ria9789812770844_pod
  • ISBN 9789812770844 / 9812770844
  • Weight 1.22 lbs (0.55 kg)
  • Dimensions 9.07 x 6.42 x 0.83 in (23.04 x 16.31 x 2.11 cm)
  • Dewey Decimal Code 332

From the publisher

Reprint of the edition originally published: Chichester [West Sussex] ; New York : Wiley, c1986. Includes bibliographical references (p. 256-261) and indexes.

Media reviews

Citations

  • Reference and Research Bk News, 05/01/2008, Page 163