Stochastic Volatility in Financial Markets

Stochastic Volatility in Financial Markets

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Presenting advanced topics in financial econometrics and theoretical finance, this guide is divided into three main parts.The changes to the initial version result in a much shorter, more theoretical and, we hope, easy-to-read book. ... banks and research units dealing with risk- management could also fruitfully employ the ideas developed in this monograph.


Title:Stochastic Volatility in Financial Markets
Author: Fabio Fornari, Antonio Mele
Publisher:Springer Science & Business Media - 2000-05-31
ISBN-13:

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