Asset Price Dynamics, Volatility, and Prediction
by Taylor, Stephen J
- Used
- very good
- Hardcover
- Condition
- Very Good
- ISBN 10
- 0691115370
- ISBN 13
- 9780691115375
- Seller
-
Kraków, Poland
Payment Methods Accepted
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)
- 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
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
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