Asset Price Dynamics, Volatility, and Prediction
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Moving beyond purely theoretical models, the author applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions.
Autor: | Taylor John, Peltier Stephen |
Nakladatel: | Princeton University Press |
ISBN: | 9780691134796 |
Rok vydání: | 2007 |
Jazyk : | Angličtina |
Vazba: | Paperback |
Počet stran: | 544 |
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