£114.72

Parameter Estimation in Stochastic Volatility Models

Price data last checked 147 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

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

£115 today · usual range £0–£0 · best ever £69

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 561 days • 561 data points (No recent data available)

Historical
Generating forecast...
£129.99 £63.37 £77.91 £92.44 £106.98 £121.51 £136.05 02 July 2024 19 November 2024 08 April 2025 26 August 2025 13 January 2026

Price Distribution

Price distribution over 561 days • 4 price ranges

Days at Price
Current Price
147 days 26 days 324 days · current 64 days 0 81 162 243 324 £69-82 £94-106 £106-118 £118-130 Days at Price

Price Analysis

Most common range: £106-118 (324 days, 57.8%)

Price range: £69 - £130

Price levels: 4 price ranges over 561 days

Description

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document stochastic differential equation models driven by Brownian motion based on discrete observations of the underlying diffusion process, these traditional methods often fail to estimate the unknown parameters in the unobserved volatility processes. This text studies the second order rate of weak convergence to normality to obtain refined inference results like confidence interval, as well as nontraditional continuous time stochastic volatility models driven by fractional Levy processes. By incorporating jumps and long memory into the volatility process, these new methods will help better predict option pricing and stock market crash risk. Some simulation algorithms for numerical experiments are provided.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
07 August 2023
Listed Since
12 July 2023

Barcode

No barcode data available

Similar Products You Might Like

Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time: 3 (Dynamic Modeling and Econometrics in Economics and Finance, 3)
98% match

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

Springer

£85.62 19 Apr 2026
Analytically Tractable Stochastic Stock Price Models (Springer Finance)
97% match

Analytically Tractable Stochastic Stock Price Models (Springer Finance)

Springer

£44.98 09 Feb 2026
Handbook of Volatility Models and Their Applications: 03 (Wiley Handbooks in Financial Engineering and Econometrics)
97% match

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

Wiley

£129.99 11 Jan 2026
Financial Models with Levy Processes and Volatility Clustering: 187 (Frank J. Fabozzi Series)
97% match

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

Wiley

£54.36 15 Apr 2026
Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics: 12 (Bocconi & Springer Series, 12)
97% match

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

Springer

£94.74 08 Mar 2026
Rough Volatility: 2 (Financial Mathematics)
97% match

Rough Volatility: 2 (Financial Mathematics)

£73.00 09 Dec 2025
Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
96% match

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Springer

£124.00 13 Jan 2026
Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)
96% match

Derivative Security Pricing: Techniques, Methods and Applications: 21 (Dynamic Modeling and Econometrics in Economics and Finance, 21)

Springer

£131.82 13 Jan 2026
Stochastic Volatility and Realized Stochastic Volatility Models (SpringerBriefs in Statistics)
96% match

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

Springer

£41.58 07 Mar 2026
Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)
96% match

Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)

Springer

£62.57 23 Jan 2026
Malliavin Calculus in Finance: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)
96% match

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

£95.09 12 Jan 2026
Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
96% match

Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)

Brand: Amer Mathematical Society

£47.50 16 Feb 2026
Stochastic Finance with Python: Design Financial Models from Probabilistic Perspective
96% match

Stochastic Finance with Python: Design Financial Models from Probabilistic Perspective

£46.41 07 Jan 2026
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
96% match

Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)

Springer

£47.45 14 Jan 2026
Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)
96% match

Stochastic Financial Models (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£85.40 22 Feb 2026
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
96% match

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)

Springer

£44.99 14 Jan 2026
Financial Modelling with Jump Processes: 2 (Chapman and Hall/CRC Financial Mathematics Series)
96% match

Financial Modelling with Jump Processes: 2 (Chapman and Hall/CRC Financial Mathematics Series)

Chapman and Hall/CRC

£100.39 12 Jan 2026
Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)
96% match

Continuous Stochastic Calculus with Applications to Finance: 17 (Applied Mathematics)

Chapman and Hall/CRC

£140.00 02 Mar 2026
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
96% match

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)

Springer

£47.76 08 Jan 2026
Volatility Surface and Term Structure: High-profit Options Trading Strategies (Routledge Advances in Risk Management)
96% match

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

Routledge

£45.88 17 Feb 2026
Forecasting Volatility in the Financial Markets
96% match

Forecasting Volatility in the Financial Markets

Butterworth-Heinemann

£71.00 28 Feb 2026
Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)
96% match

Introduction to Stochastic Calculus Applied to Finance (Chapman and Hall/CRC Financial Mathematics Series)

CRC Press

£81.19 15 Dec 2025
Statistical Methods for Financial Engineering
96% match

Statistical Methods for Financial Engineering

Chapman and Hall/CRC

£46.53 21 Feb 2026
Market Risk Analysis, Quantitative Methods in Finance (The Wiley Finance Series)
96% match

Market Risk Analysis, Quantitative Methods in Finance (The Wiley Finance Series)

Wiley

£41.49 15 Dec 2025