Stochastic Volatility in Financial Markets: Crossing the Bridge to Continuous Time

Author: Fabio Fornari, Antonio Mele
List Price: $126.00
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ISBN: 0792378423
Publisher: Kluwer Academic Publishers (May, 2000)
Sales Rank: 733,325
Average Customer Rating: 4 out of 5

Customer Reviews

Rating: 4 out of 5
Compact And a little profound
Just as the title, it is a compact book and not so easy to read. It is a technic book for us to understand how to measure the volitility in the financial market.It takes me a lot of time to read this one.I think it would be better for people to know a little stochastic calculus at first and then try to read it.... It is a good book I think and suits for the one who wants to know the topic more deeply.

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