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Asset Price Dynamics, Volatility, and Prediction

Asset Price Dynamics, Volatility, and Prediction

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Asset Price Dynamics, Volatility, and Prediction

by Taylor, Stephen J

  • Used
  • very good
  • Hardcover
Condition
Very Good
ISBN 10
0691115370
ISBN 13
9780691115375
Seller
Seller rating:
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Kraków, Poland
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About This Item

Princeton University Press, 2005 8vo (24 cm), XV, [3], 525, [1] pp. Publisher's cloth and dust jacket (dj somewhat stained). "This book shows how current and recent market prices convey information about the probability distributions that govern future prices. Moving beyond purely theoretical models, Stephen Taylor applies methods supported by empirical research of equity and foreign exchange markets to show how daily and more frequent asset prices, and the prices of option contracts, can be used to construct and assess predictions about future prices, their volatility, and their probability distributions. Stephen Taylor provides a comprehensive introduction to the dynamic behavior of asset prices, relying on finance theory and statistical evidence. He uses stochastic processes to define mathematical models for price dynamics, but with less mathematics than in alternative texts. The key topics covered include random walk tests, trading rules, ARCH models, stochastic volatility models, high-frequency datasets, and the information that option prices imply about volatility and distributions." (from the blurb)

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Details

Bookseller
Leopolis Volodymyr Dmyterko PL (PL)
Bookseller's Inventory #
009036
Title
Asset Price Dynamics, Volatility, and Prediction
Author
Taylor, Stephen J
Format/Binding
Hardcover
Book Condition
Used - Very Good
Quantity Available
1
ISBN 10
0691115370
ISBN 13
9780691115375
Publisher
Princeton University Press
Date Published
2005
Bookseller catalogs
Mathematics; Economics;

Terms of Sale

Leopolis Volodymyr Dmyterko

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About the Seller

Leopolis Volodymyr Dmyterko

Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Biblio member since 2019
Kraków

About Leopolis Volodymyr Dmyterko

Specializing in mathematical sciences, Church Slavonic and Slavic books, Eastern European history, travels and topography, bibliography, history and art of the book, history of libraries and collections

Glossary

Some terminology that may be used in this description includes:

Cloth
"Cloth-bound" generally refers to a hardcover book with cloth covering the outside of the book covers. The cloth is stretched...
Jacket
Sometimes used as another term for dust jacket, a protective and often decorative wrapper, usually made of paper which wraps...

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