Monitoring volatility in Financial Market Trading Process
Alaba Femi Awomewe
Broschiertes Buch

Monitoring volatility in Financial Market Trading Process

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The financial market has been an area of increased research interest for mathematicians and statisticians. Some of the main research areas are on the log returns of assets (shares, bond, foreign exchange, option) and the volatility which is the variation in the log returns. The volatility is widely studied because of its applications in trading financial instruments which are, used for forecasting prices and measuring the risk of financial assets. In this work, a process of trading activities is considered. It is assumed that at a random time-point a parameter change in the trading process occ...