Hidden Bibliographic Details
| ISBN: | 9781400839254
1400839254
128299204X
9781282992047
9786612992049
6612992042
9780691134796
0691134790
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| Notes: | Includes bibliographical references (pages 473-501) and indexes.
English.
Print version record.
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| Summary: | 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.
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| Other form: | Print version: Taylor, Stephen (Stephen J.). Asset price dynamics, volatility, and prediction. Princeton, N.J. : Princeton University Press, 2007, ©2005 9780691134796
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