Sebastien Laurent: 1 book
by Luc Bauwens, Christian M. Hafner, Sebastien Laurent
Language: English
Release Date: March 22, 2012
Language: English
Release Date: March 22, 2012
A complete guide to the theory and practice of volatility models in financial engineering
Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances,...
