by Luc Bauwens (Author), Christian M . Hafner (Author), SebastienLaurent (Author)
A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics.
Format: Hardcover
Pages: 568
Publisher: Wiley-Blackwell
Published: 11 May 2012
ISBN 10: 0470872519
ISBN 13: 9780470872512