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Stochastic Volatility Modeling: Advanced Methods and Empirical Finance Applications
$17.63
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- Stochastic Volatility Modeling provides an authoritative and comprehensive account of stochastic volatility (SV) models.
- It covers their mathematical foundations, statistical inference, and applications in finance, economics, and other fields.
- The book presents the theory of SV models in a rigorous and self-contained manner, with an emphasis on their applications in financial modeling.
- It includes a detailed discussion of the estimation and forecasting of SV models, as well as their use in option pricing, risk management, and portfolio optimization.
- The book is written by leading experts in the field and is suitable for researchers, practitioners, and graduate students in finance, economics, and statistics.
- It is also a valuable resource for anyone interested in the latest developments in stochastic volatility modeling.
- The book is well-written and accessible, with numerous examples and exercises to illustrate the concepts discussed.
- It is a must-have for anyone interested in stochastic volatility modeling.
Condition: New original from publisher
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