Asset Price Dynamics, Volatility, and Prediction - Stephen J. Taylor - Books - Princeton University Press - 9780691134796 - September 2, 2007
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Asset Price Dynamics, Volatility, and Prediction

Stephen J. Taylor

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Asset Price Dynamics, Volatility, and Prediction

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  
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