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11-14 of 14 results in All results

An Introduction to the Mathematics of Financial Derivatives

  • 2nd Edition
  • May 19, 2000
  • Salih N. Neftci
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 4 7 8 6 4 - 7
An Introduction to the Mathematics of Financial Derivatives, Second Edition, introduces the mathematics underlying the pricing of derivatives. The increased interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have become more accurate. This updated edition has six new chapters and chapter-concluding exercises, plus one thoroughly expanded chapter. The text answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in financial derivatives. This edition is also designed to become the main text in first year masters and Ph.D. programs for certain courses, and will continue to be an important manual for market professionals and professionals with mathematical, technical, or physics backgrounds.

Modelling Stock Market Volatility

  • 1st Edition
  • November 4, 1996
  • Peter H. Rossi
  • English
  • eBook
    9 7 8 - 0 - 0 8 - 0 5 1 1 8 7 - 0
This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications. For the first time, Modelling Stock Market Volatility provides new insights about the links between these two models and new work on practical estimation methods for continuous time models. Featuring the pioneering scholarship of Daniel Nelson, the text presents research about the discrete time model, continuous time limits and optimal filtering of ARCH models, and the specification and estimation of continuous time processes. This work will lead to a rapid growth in their empirical application as they are increasingly subjected to routine specification testing.

Handbook of Econometrics

  • 1st Edition
  • Volume 2
  • November 1, 1984
  • Z. Griliches + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 1 8 6 - 3
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes

Handbook of Econometrics

  • 1st Edition
  • Volume 1
  • November 1, 1983
  • M.D. Intriligator + 1 more
  • English
  • Hardback
    9 7 8 - 0 - 4 4 4 - 8 6 1 8 5 - 6
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes