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Asset Price Dynamics, Volatility, and Prediction Stephen J. Taylor
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Asset Price Dynamics, Volatility, and Prediction
Stephen J. Taylor
Moving beyond purely theoretical models, the author 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.
544 pages, 101 line illus. 47 tables.
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | September 2, 2007 |
| ISBN13 | 9780691134796 |
| Publishers | Princeton University Press |
| Pages | 544 |
| Dimensions | 156 × 234 × 24 mm · 790 g |
| Language | English |
