Asset Price Dynamics, Volatility, and Prediction

Asset Price Dynamics, Volatility, and Prediction

by StephenJ.Taylor (Author)

Synopsis

Moving beyond purely theoretical models, the author applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions.

$83.68

Quantity

20+ in stock

More Information

Format: Paperback
Pages: 544
Publisher: Princeton University Press
Published: 02 Sep 2007

ISBN 10: 0691134790
ISBN 13: 9780691134796