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Description - Stochastic Volatility by Neil Shephard

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.

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Book Details

ISBN: 9780199257195
ISBN-10: 0199257191
Format: Hardback
(234mm x 156mm x 34mm)
Pages: 536
Imprint: Oxford University Press
Publisher: Oxford University Press
Publish Date: 10-Mar-2005
Country of Publication: United Kingdom

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