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Asset Price Dynamics, Volatility, and Prediction /
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...
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| Format: | Électronique eBook |
| Langue: | Inglés |
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Princeton, N.J. :
Princeton University Press,
2007, 2005.
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| Collection: | Book collections on Project MUSE.
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| Sujets: | |
| Accès en ligne: | Texto completo |
| Résumé: | 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. |
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| Description matérielle: | 1 online resource (544 pages): illustrations |
| ISBN: | 9781400839254 |