Stochastic volatility (Record no. 38148)
| 000 -LEADER | |
|---|---|
| fixed length control field | 01548nam a2200385 a 4500 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2/3 |
| 245 00 - TITLE STATEMENT | |
| Title | Stochastic volatility |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Oxford ; |
| -- | New York : |
| Name of publisher | Oxford University Press, |
| Year of publication | c2005. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | viii, 525 p. : |
| Other physical details | ill. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Advanced texts in econometrics |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | pt. 1. Model building -- pt. 2. Inference -- pt. 3. Option pricing -- pt. 4. Realised variation. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Stochastic processes. |
| Topical Term | Finance |
| Topical Term | Money market |
| Topical Term | Capital market |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Shephard, Neil. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://site.ebrary.com/lib/rucke/Doc?id=10233598 |
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