東華大學圖書館 |

Language: English

Back

Switch To: Labeled | MARC Mode | ISBD

Stochastic volatility in financial m...

Mele, Antonio.

Amazon

博客來

Stochastic volatility in financial markets : = crossing the bridge to continuous time /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic volatility in financial markets :/ Fabio Fornari and Antonio Mele.
Reminder of title:	crossing the bridge to continuous time /
Author:	Fornari, Fabio.
other author:	Mele, Antonio.
Published:	Boston, Mass. :Kluwer Academic Publishers, : c2000.,
Description:	ix, 145 p. :ill. ;24 cm.
Series:	Dynamic modeling and econometrics in economics and finance ;
Subject:	Capital market - Econometric models. -
ISBN:	0792378423 :

Stochastic volatility in financial markets : = crossing the bridge to continuous time /
Fornari, Fabio.

Stochastic volatility in financial markets :crossing the bridge to continuous time /Fabio Fornari and Antonio Mele. - Boston, Mass. :Kluwer Academic Publishers,c2000. - ix, 145 p. :ill. ;24 cm. - Dynamic modeling and econometrics in economics and finance ;v. 3.

Includes bibliographical references (p. [129]-142) and index.

ISBN: 0792378423 :EUR109.95

LCCN: 00028741Subjects--Topical Terms:

710051
Capital market
--Econometric models.

LC Class. No.: HG173 / .F67 2000

Dewey Class. No.: 332/.01/5195

Stochastic volatility in financial markets : = crossing the bridge to continuous time /
LDR:00694cam a2200193 a 45 001 727951
005 20071206
008 071126s2000 maua b 001 0 eng
010 $a 00028741
020 $a 0792378423 : $c EUR109.95
035 $a fnw96000025
040 $a DLC $c DLC $d DLC
042 $a pcc
050 0 0 $a HG173 $b .F67 2000
082 0 0 $a 332/.01/5195 $2 21
100 $a Fornari, Fabio. $3 813789
245 1 0 $a Stochastic volatility in financial markets : $b crossing the bridge to continuous time / $c Fabio Fornari and Antonio Mele.
260 $a Boston, Mass. : $c c2000. $b Kluwer Academic Publishers,
300 $a ix, 145 p. : $b ill. ; $c 24 cm.
440 0 $a Dynamic modeling and econometrics in economics and finance ; $v v. 3
504 $a Includes bibliographical references (p. [129]-142) and index.
650 $a Capital market $x Econometric models. $3 710051
650 $a Finance $x Econometric models. $3 656853
650 $a Stochastic analysis. $3 533923
700 $a Mele, Antonio. $3 813788