Handbook of Volatility Models and Their Applications

by Luc Bauwens, Christian M. Hafner, Sébastien Laurent

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. Providing an overview of the most recent advances, Handbook of Volatility Models and Their Applications explores key concepts and topics essential for modeling the volatility of...

• Format: Hardcover
• Language: English
• ISBN: 0470872519
• ISBN13: 9780470872512
• Release Date: April 2012
• Publisher: Wiley
• Length: 576 Pages
• Weight: 1.98 lbs.
• Dimensions: 1.3" x 6.2" x 9.3"