Modeling Volatility in Financial Time Series

By Jesper Boer

Volatility is one of the biggest topics in finance today. It is the most important measure of risk and plays a crucial role in the valuation of derivatives. Volatility estimations are therefore... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3843362068
• ISBN13: 9783843362061
• Release Date: October 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 88 Pages
• Weight: 0.31 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"