A Practical Guide to Forecasting Financial Market Volatility Hardback
by Ser-Huang (Manchester University, UK) Poon
Part of the The Wiley Finance Series series
Hardback
Description
Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation.
While many books address financial market modelling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models.
A Practical Guide to Forecasting Financial Market Volatility provides practical guidance on this vital topic through an in-depth examination of a range of popular forecasting models.
Details are provided on proven techniques for building volatility models, with guide-lines for actually using them in forecasting applications.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:200 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:19/04/2005
- Category:
- ISBN:9780470856130
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:200 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:19/04/2005
- Category:
- ISBN:9780470856130
