Call Boomerang Books 1300 36 33 32

Get Latest Book News + FREE Shipping. Subscribe to the Boomerang Books Bulletin eNewsletter right now!

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.

Buy Stochastic Volatility by Neil Shephard from Australia's Online Independent Bookstore, Boomerang Books.

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

Other Editions - Stochastic Volatility by Neil Shephard

Book Reviews - Stochastic Volatility by Neil Shephard

» Have you read this book? We'd like to know what you think about it - write a review about Stochastic Volatility book by Neil Shephard and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review

Books By Neil Shephard

Methodology and Practice of Econometrics by Neil Shephard
Paperback, October 2015
Stochastic Volatility by Neil Shephard
Paperback, March 2005