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  • ISBN: 9780125982757
  • ISBN10: 0125982755

Modelling Stock Market Volatility Bridging the Gap to Continuous Time

by Peter E. Rossi

  • List Price: $155.00
  • Binding: Hardcover
  • Publisher: Academic Pr
  • Publish date: 10/01/1996
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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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