Volatility
Subtitle: new estimation techniques for pricing derivatives
By: edited by Robert Jarrow
Publisher: Risk Books
Published: 1998
Place of publication: London
Language: eng
Number of pages: 464
Copyright date: 1998
Subjects: Stock price forecasting; Mathematical models; Derivative securities; Prices; Options (Finance)
Description: Written by a number of authors, this text is aimed at market practitioners and applies the latest stochastic volatility research findings to the analysis of stock prices. It includes commentary and analysis based on real-life situations.
Notes: "Collection of readings on stochastic volatility for stocks, stock indexes, foreign currencies, interest rates, and commodities ... [and new techniques for pricing derivatives.]"

includes bibliorgraphical references and index.