Tools and techniques

Tools and techniques

by Aït-Sahalia, Yacine Hansen, Lars Peter

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Title Statements

  • Full title :Tools and techniques / edited by Yacine Aït-Sahalia, Lars Peters Hansen.

Edition Statements

  • Publication Date:2010.

Publication Statements

  • Publisher(s):Elsevier, North-Holland
  • Place of Publication:Amsterdam
  • Language:eng
  • Publication Date:2010.

The Physical Object

  • Description:xxviii, 780 p. ; : 25 cm

Edition Identifiers

  • ISBN:9780444508973, 044450897X
  • oclc:on1192852082

Subjects

continuous-time models high-frequency data nonparametric volatility nonstationary continuous-time processes option pricing parametric volatility portfolio choice risk-return trade-off term structure models

Writers

Aït-Sahalia, Yacine Hansen, Lars Peter

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