Back to School Savings: Save up to 30% on print books and eBooks. No promo code needed.

Back to School Savings: Save up to 30%

Forecasting Volatility in the Financial Markets

2nd Edition - August 22, 2002

Editors: Stephen Satchell, John Knight

eBook ISBN:
9 7 8 - 0 - 0 8 - 0 4 9 4 9 7 - 5

'Forecasting Volatility in the Financial Markets' assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds… Read more

Image - Forecasting Volatility in the Financial Markets

Purchase Options

Save 50% on book bundles

Immediately download your ebook while waiting for your print delivery. No promo code is needed.

'Forecasting Volatility in the Financial Markets' assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting edge modelling and forecasting techniques. It then uses a technical survey to explain the different ways to measure risk and define the different models of volatility and return.The editors have brought together a set of contributors that give the reader a firm grounding in relevant theory and research and an insight into the cutting edge techniques applied in this field of the financial markets.This book is of particular relevance to anyone who wants to understand dynamic areas of the financial markets.* Traders will profit by learning to arbitrage opportunities and modify their strategies to account for volatility.* Investment managers will be able to enhance their asset allocation strategies with an improved understanding of likely risks and returns.* Risk managers will understand how to improve their measurement systems and forecasts, enhancing their risk management models and controls.* Derivative specialists will gain an in-depth understanding of volatility that they can use to improve their pricing models.* Students and academics will find the collection of papers an invaluable overview of this field.