Research Catalog
Volatility : new estimation techniques for pricing derivatives
- Title
- Volatility : new estimation techniques for pricing derivatives / edited by Robert Jarrow.
- Publication
- London : Risk Books, [1998], ©1998.
Items in the Library & Off-site
Filter by
1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HG6024.A3 V6427 1998g | Off-site |
Holdings
Details
- Additional Authors
- Jarrow, Robert A.
- Description
- 464 pages : illustrations; 30 cm
- Subjects
- Note
- "Collection of readings on stochastic volatility for stocks, stock indexes, foreign currencies, interest rates, and commodities ... [and new techniques for pricing derivatives.]"
- Bibliography (note)
- includes bibliorgraphical references and index.
- ISBN
- 1899332413
- 1899332464 (pbk.)
- OCLC
- ocm40337633
- SCSB-4264829
- Owning Institutions
- Columbia University Libraries