A Practical Guide to Forecasting Financial Market Volatility

TRAMA

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 modeling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models. Forecasting Volatility in Financial Markets 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.

NOTE LIBRAIO

Volatility forecasting is crucial for option pricing, risk management and portfolio management. This book gives clear and practical guidance on how to model and forecast volatility using only volatility nodels that have been tested for their forecasting performance. The book focuses on describing, evaluating and comparing research in volatility forecasting and provides some background on volatility definition, estimation and some principles on forecasts evaluation.

ALTRE INFORMAZIONI

• Condizione: Nuovo
• ISBN: 9780470856130
• Collana: The Wiley Finance Series
• Dimensioni: 229 x 16 x 152 mm Ø 419 gr
• Formato: Copertina rigida
• Pagine Arabe: 236