Książka Practical Guide to Forecasting Financial Market Volatility Ser-Huang Poon

Practical Guide to Forecasting Financial Market Volatility

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
386.97
Financial market volatility forecasting is one of today's most important areas of expertise for prof...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2005
strony
236
EAN
9780470856130
ISBN
0470856130
Enbook ID
04886365
Waga
462
Wymiary
166 x 231 x 21

Pełny opis

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.

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