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Neil Shephard

Stochastic Volatility

Stochastic Volatility

Regular price $175.95 AUD
Regular price Sale price $175.95 AUD
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Printed after you order and usually delivered within 2–4 weeks. Once printing has commenced, your order may not be cancelled.

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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