Practical Guide to Forecasting Financial Market Volatility Book

Name: Practical Guide to Forecasting Financial Market Volatility, Finan
Brand: Wiley
SKU: 9780470856130
Price: 99.99 USD
Availability: InStock
Rating: 4 (2 reviews)

2 Ratings

Practical Guide to Forecasting Financial Market Volatility, 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, Practical Guide to Forecasting Financial Market Volatility

4 out of 5 stars based on 2 reviews

Practical Guide to Forecasting Financial Market Volatility
Written by author Ser-Huang Poon
Published by Wiley, John & Sons, Incorporated, June 2005
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
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 models that have been tested for their forecasting p

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Book Categories

Authors

Foreword
1 Volatility definition and estimation 1
2 Volatility forecast evaluation 21
3 Historical volatility models 31
4 Arch 37
5 Linear and nonlinear long memory models 45
6 Stochastic volatility 59
7 Multivariate volatility models 65
8 Black-Scholes 71
9 Option pricing with stochastic volatility 97
10 Option forecasting power 115
11 Volatility forecasting records 121
12 Volatility models in risk management 129
13 VIX and recent changes in VIX 143
14 Where next? 147

Title: Practical Guide to Forecasting Financial Market Volatility

Manufacturer:

Wiley

Item Number: 9780470856130

Publication Date: June 2005

Number: 1

Product Description: Practical Guide to Forecasting Financial Market Volatility

Universal Product Code (UPC): 9780470856130

WonderClub Stock Keeping Unit (WSKU): 9780470856130

Rating: 4/5 based on 2 Reviews

Image Location: https://wonderclub.com/images/covers/61/30/9780470856130.jpg

Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 6.040 cm (2.38 inches)

Heigh : 9.260 cm (3.65 inches)

Depth: 0.920 cm (0.36 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

Price	Condition	Delivery	Seller	Action
$99.99	Digital	Arrives between May 5 - Jun 4 Login to your account for a direct download. Some files are emailed from Dropbox. Continent $0.00 - World $0.00	WonderClub (9296 total ratings)

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James Guttschall

reviewed Practical Guide to Forecasting Financial Market Volatility on March 12, 2015

Practical Guide to Forecasting Financial Market Volatility

Even too intuitive, at times. Too light-weight, in my opinion. However, the things that were discussed, I loved the approach to them.

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Practical Guide to Forecasting Financial Market Volatility, 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, Practical Guide to Forecasting Financial Market Volatility

Add Practical Guide to Forecasting Financial Market Volatility, 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, Practical Guide to Forecasting Financial Market Volatility to the inventory that you are selling on WonderClub

Add Practical Guide to Forecasting Financial Market Volatility, 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, Practical Guide to Forecasting Financial Market Volatility to your collection on WonderClub

Practical Guide to Forecasting Financial Market Volatility Book

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	Foreword
1	Volatility definition and estimation	1
2	Volatility forecast evaluation	21
3	Historical volatility models	31
4	Arch	37
5	Linear and nonlinear long memory models	45
6	Stochastic volatility	59
7	Multivariate volatility models	65
8	Black-Scholes	71
9	Option pricing with stochastic volatility	97
10	Option forecasting power	115
11	Volatility forecasting records	121
12	Volatility models in risk management	129
13	VIX and recent changes in VIX	143
14	Where next?	147