Asset
Price Dynamics, Volatility, and Prediction
by Stephen Taylor
Published by Princeton University
Press in September 2005
The paperback edition of September 2007 contains the same text
Detailed information
from the publisher
Contents, Preface & Chapter 1 (pdf file)
Available from booksellers worldwide
Discounts vary through time, the following are maximum levels for the hardback
edition seen on the web:
Amazon
(US) 34%
Amazon
(UK) 34%
Wilmott (UK) 15%
Recommended as a “Top Ten
Finance” book in 2005 by:
On reading lists for courses
taught in the US, the UK, Portugal, Spain, Belgium, the Netherlands, Germany,
Italy, Austria, Switzerland, Denmark, Norway, Finland, Turkey, Pakistan, China,
Taiwan, Australia, New Zealand, Brazil, etc.
A recent course outline for the author’s MSc course (pdf file)
Resources
for students:
Two time series analyzed in APDVP:
S & P 100 index levels (xls
file)
Deutsche mark/Dollar exchange rates (xls file)
End-of-chapter questions (doc file)
Resources
for teachers:
Please e-mail the author to obtain
exam and coursework questions
e-mail the author
Last updated on 4 December 2008