Your search returned 8 results.

1.
Modelling financial time series / Stephen Taylor

by Taylor, Stephen.

Material type: Text Text; Literary form: Publisher: Chichester,John Wiley,1986Availability: Items available for loan: Call number: 332.601515 TAY (1).

2.
Market efficiency: Stock market behaviour in theory and prac

by Lo, Andrew W (ed).

Material type: Text Text Publisher: Cheltenham,Edward Elgar,1997Availability: Items available for loan: Call number: 332.63222/LO (2).

3.
Modelling stock market volatility: Bridging the gap to conti

by Rossi, Peter E (ed).

Material type: Text Text Publisher: San Diego,Academic Pr,1996Availability: Items available for loan: Call number: 332.63222/ROS (1).

4.
A non-random walk down Wall Street

by Lo, Andrew W | MacKinlay, A. Craig.

Material type: Text Text Publisher: Princeton,Princeton Uni Pr,1999Availability: Items available for loan: Call number: 332.6322/LO (1).

5.
Stochastic implied volatility: A factor-based model

by Hafner, Reinhold.

Material type: Text Text Publisher: Heidelberg,Springer-Verlag,2004Availability: Items available for loan: Call number: 332.632280151/HAF (1).

6.
Strategic trading in illiquid markets

by Monch, Burkart.

Material type: Text Text Publisher: Berlin,Springer-Verlag,2005Availability: Items available for loan: Call number: 332.63222/MON (1).

7.
Semiparametric modeling of implied volatility

by Fengler, Matthias R.

Material type: Text Text Publisher: Berlin,Springer-Verlag,2005Availability: Items available for loan: Call number: 332.632280151/FEN (1).

8.
The Black-Scholes-Merton model as an idealization of discrete-time economies / David M. Kreps

by Kreps, David M.

Publisher: New York,Cambridge Uni Pr,2019Availability: Items available for loan: Call number: 332.015153 KRE (1).


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