【预订】Asset Price Dynamics, Volatility, and Prediction 美国库房发货，通常付款后3-5周到货！

¥927.00

中国进口图书旗舰店

Emir, Astra /2007-09-02 /Princeton University Press

预订Asset Price Dynamics, Volatility, and Prediction 预订，预计下单后3-6周左右发货！

¥968.00

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Taylor, Stephen J. /2007-09-02 /Princeton University Press

预售 Asset Price Dynamics, Volatility, and Prediction资产价格动力性、易

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."Asset Price Dynamics, Volatility, and

¥651.10

中图图书旗舰店

Stephen J. Taylor /2007-09-02 /普林斯顿大学出版社

3-6周达 Asset Price Dynamics, Volatility, and Prediction [ISBN 【全球购】进口原版图书，预计3-6周到达国内后发出

¥893.00

书之源外文图书

Taylor, Stephen J. /2007-09-02 /Princeton University Press

Asset Price Dynamics, Volatility, and Prediction资产价格动力学、易变性与

¥517.40

Stephen J. Taylor 著 /2005-08-01