Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved.
Buy Stochastic Volatility book by Neil Shephard from Australia's Online Independent Bookstore, Boomerang Books.
(234mm x 156mm x 34mm)
Oxford University Press
Publisher: Oxford University Press
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