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- Binding:
- Paperback
- Pages:
- 536
- Published:
- March 9, 2005
- Dimensions:
- 158x236x30 mm.
- Weight:
- 772 g.
Delivery:
1-2 weeks
Expected delivery: November 30, 2024
Description of Stochastic Volatility
Stochastic volatility is the main concept used in the fields of financial economics and mathematical finance to deal with time-varying volatility in financial markets. This book brings together some of the main papers that have influenced the field of the econometrics of stochastic volatility.
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