Asset price dynamics, volatility, and prediction /

Asset price dynamics, volatility, and prediction /

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Bibliographic Details
Author / Creator:	Taylor, Stephen (Stephen J.), author.
Imprint:	Princeton, N.J. : Princeton University Press, 2007, ©2005.
Description:	1 online resource (xv, 525 pages) : illustrations
Language:	English
Subject:	Capital assets pricing model. Finance -- Mathematical models. Capital assets pricing model. Finance -- Mathematical models. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11246412

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

Description
Summary:	No detailed description available for "Asset Price Dynamics, Volatility, and Prediction".
Physical Description:	1 online resource (xv, 525 pages) : illustrations
Bibliography:	Includes bibliographical references (pages 473-501) and indexes.
ISBN:	9781400839254 1400839254 128299204X 9781282992047 9786612992049 6612992042 9780691134796 0691134790