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Modelling Stock Market Volatility Bridging the Gap to Continuous Time

by Peter E. Rossi

ISBN: 9780125982757
ISBN10: 0125982755

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Modelling Stock Market Volatility Bridging the Gap to Continuous Time

by Peter E. Rossi

Binding: Hardcover
Publisher: Academic Pr
Publish date: 10/01/1996
ISBN: 9780125982757
ISBN10: 0125982755

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Description: Finance professionals in government and in the trading and investment banking industry use time models to provide necessary data for pricing options and related securities. This volume provides a wealth of practical guidance for these professionals to successfully implement continuous-time models.

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Modelling Stock Market Volatility Bridging the Gap to Continuous Time

by Peter E. Rossi

Modelling Stock Market Volatility Bridging the Gap to Continuous Time

by Peter E. Rossi

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