Asset Price Dynamics, Volatility, and Prediction

Asset Price Dynamics, Volatility, and Prediction by Stephen J. Taylor


ISBN
9780691134796
Published
Binding
Paperback
Pages
544
Dimensions
152 x 235mm

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.
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