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

Practical Guide to Forecasting Financial Market Volatility

Limbă: engleză
Legare: Copertă tare
Disponibilitate: În depozitul extern
Expediem în 10-18 zile
495.51 lei
Financial market volatility forecasting is one of today's most important areas of expertise for prof...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2005
Pagini
236
EAN
9780470856130
ISBN
0470856130
Enbook ID
04886365
Greutate
462
Dimensiuni
166 x 231 x 21

Descriere completă

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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