Forecasting volatility in the financial markets

著者

• Knight, John L.
• Satchell, S. (Stephen)

書誌事項

Forecasting volatility in the financial markets

edited by John Knight, Stephen Satchell

（Quantitative finance series / series editor, Stephen Satchell）

Elsevier Butterworth-Heinemann, 2007

3rd ed

注記

Includes bibliographical references and index

• NII書誌ID(NCID): BA82261746
• ISBN:
  • 9780750669429
• 出版国コード: ne
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Amsterdam ; Tokyo
• ページ数/冊数: viii, 415 p.
• 大きさ: 24 cm
• 件名:
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Securities -- Prices -- Mathematical models
  • LCSH : Stock price forecasting -- Mathematical models
• 親書誌ID:
  • BA54632624