Handbook of Volatility Models and Their Applications: 03 (Wiley Handbooks in Financial Engineering and Econometrics) - Image 1

£129.99

Wiley Handbook of Volatility Models and Their Applications: 03 (Wiley Handbooks in Financial Engineering and Econometrics)

Name: Handbook of Volatility Models and Their Applications: 03 (Wiley Handbooks in Financial Engineering and Econometrics)
Brand: Wiley
Price: 129.99 GBP
Availability: InStock

Econometrics

This is the usual price. Wait for it to drop, or tell us your number.

£130 today · usual range £0–£0 · best ever £112

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 582 days • 582 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 582 days • 7 price levels

Days at Price

Current Price

Price Analysis

Most common price: £131 (254 days, 43.6%)

Price range: £112 - £132

Price levels: 7 different prices over 582 days

Description

A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, Handbook of Volatility Models and Their Applications explores key concepts and topics essential for modeling the volatility of financial time series, both univariate and multivariate, parametric and non-parametric, high-frequency and low-frequency. Featuring contributions from international experts in the field, the book features numerous examples and applications from real-world projects and cutting-edge research, showing step by step how to use various methods accurately and efficiently when assessing volatility rates. Following a comprehensive introduction to the topic, readers are provided with three distinct sections that unify the statistical and practical aspects of volatility: Autoregressive Conditional Heteroskedasticity and Stochastic Volatility presents ARCH and stochastic volatility models, with a focus on recent research topics including mean, volatility, and skewness spillovers in equity markets Other Models and Methods presents alternative approaches, such as multiplicative error models, nonparametric and semi-parametric models, and copula-based models of (co)volatilities Realized Volatility explores issues of the measurement of volatility by realized variances and covariances, guiding readers on how to successfully model and forecast these measures Handbook of Volatility Models and Their Applications is an essential reference for academics and practitioners in finance, business, and econometrics who work with volatility models in their everyday work. The book also serves as a supplement for courses on risk management and volatility at the upper-undergraduate and graduate levels.

Key Features

Used Book in Good Condition

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0470872519
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 27 April 2012
Listed Since: 29 July 2010

Barcode

No barcode data available

Wiley Handbook of Volatility Models and Their Applications: 03 (Wiley Handbooks in Financial Engineering and Econometrics)

This is the usual price. Wait for it to drop, or tell us your number.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Rough Volatility: 2 (Financial Mathematics)

Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time: 3 (Dynamic Modeling and Econometrics in Economics and Finance, 3)

Forecasting Volatility in the Financial Markets

Stock Market Volatility (Chapman & Hall/CRC Finance Series)

Stock Market Volatility (Chapman & Hall/CRC Finance Series)

Stochastic Volatility and Realized Stochastic Volatility Models (SpringerBriefs in Statistics)

A Practical Guide to Forecasting Financial Market Volatility: 303 (The Wiley Finance Series)

Listed Volatility and Variance Derivatives: A Python-based Guide (Wiley Finance)

Parameter Estimation in Stochastic Volatility Models

Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance Series)

Asset Price Dynamics, Volatility, and Prediction

Volatility Surface and Term Structure: High-profit Options Trading Strategies (Routledge Advances in Risk Management)

Equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance)

Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics: 12 (Bocconi & Springer Series, 12)

Time Series Models: In Econometrics, Finance And Other Fields (Chapman & Hall/Crc Monographs On Statistics & Applied Probability): 65

The VIX Trader's Handbook: The history, patterns, and strategies every volatility trader needs to know

Financial Mathematics, Volatility and Covariance Modelling: Volume 2 (Routledge Advances in Applied Financial Econometrics)

Malliavin Calculus in Finance: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Valuation and Volatility: Stakeholder's Perspective

Financial Models with Levy Processes and Volatility Clustering: 187 (Frank J. Fabozzi Series)

Fourier-Malliavin Volatility Estimation: Theory and Practice (SpringerBriefs in Quantitative Finance)

The Volatility Smile: An Introduction for Students and Practitioners (Wiley Finance)

Volatility: Practical Options Theory (Wiley Finance)