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Practical Guide to Forecasting Financial Market Volatility

Language EnglishEnglish
Book Hardback
Book Practical Guide to Forecasting Financial Market Volatility Ser-Huang Poon
Libristo code: 04886365
Publishers John Wiley & Sons Inc, April 2005
Financial market volatility forecasting is one of today's most important areas of expertise for prof... Full description
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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.

About the book

Full name Practical Guide to Forecasting Financial Market Volatility
Author Ser-Huang Poon
Language English
Binding Book - Hardback
Date of issue 2005
Number of pages 236
EAN 9780470856130
ISBN 0470856130
Libristo code 04886365
Publishers John Wiley & Sons Inc
Weight 462
Dimensions 166 x 231 x 21

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
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