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Hedging options in a GARCH environment : testing the term structure of stochastic volatility models / Robert F. Engle, Joshua Rosenberg.

by Engle, R. F. (Robert F.) | Rosenberg, Joshua | National Bureau of Economic Research.

Series: National Bureau of Economic Research. Working paper series ; Working paper series (National Bureau of Economic Research) ; working paper no. 4958. | NBER working paper series | Working paper (National Bureau of Economic Research) | NBER working paperMaterial type: Text Text; Format: print ; Literary form: Not fiction Publication details: Cambridge, MA. : National Bureau of Economic Research, [1994]Availability: Items available for loan: University of Macedonia LibraryCall number: HB1.N38 no. 4958 (1).

Essentials of stochastic finance : facts, models, theory / Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin.

by Shiri︠a︡ev, A. N. (Alʹbert Nikolaevich).

Series: Advanced series on statistical science & applied probability ; v. 3Material type: Text Text; Format: print ; Literary form: Not fiction Language: English Original language: Russian Publication details: Singapore : World Scientific, 1999Availability: No items available : Lost (1).

Stochastic volatility : selected readings / edited by Neil Shephard.

by Shephard, Neil.

Series: Advanced texts in econometricsMaterial type: Text Text; Format: print ; Literary form: Not fiction Publication details: Oxford : Oxford University Press, 2005Availability: Items available for loan: University of Macedonia LibraryCall number: QA274.S824 2005 (1).

Financial econometrics : methods and models / Peijie Wang.

by Wang, Peijie, 1965-.

Material type: Text Text; Format: print ; Literary form: Not fiction Publication details: London : Routledge, 2003Online access: Table of contents only | Publisher description Availability: Items available for loan: University of Macedonia LibraryCall number: HG106.W36 2003 (1).

The econometric modelling of financial time series / Terence C. Mills, Raphael N. Markellos.

by Mills, Terence C | Markellos, Raphael N.

Edition: 3rd ed.Material type: Text Text; Format: print ; Literary form: Not fiction Publication details: Cambridge, UK : Cambridge University Press, 2008Online access: Contributor biographical information | Publisher description | Table of contents only Availability: Items available for loan: University of Macedonia LibraryCall number: HG174.M55 2008 (1).

Dynamic term structure modeling : the fixed income valuation course / Sanjay K. Nawalkha, Natalia A. Beliaeva, Gloria M. Soto.

by Nawalkha, Sanjay K | Beliaeva, Natalia A. (Natalia Anatolevna), 1975- | Soto, Gloria M.

Series: Wiley finance seriesMaterial type: Text Text; Format: print ; Literary form: Not fiction Publication details: Hoboken, N.J. : Wiley, c2007Online access: Table of contents only | Publisher description | Contributor biographical information Availability: Items available for loan: University of Macedonia LibraryCall number: HG101.N39 2007 (2).

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