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A practical guide for forecasting financial market volatilityPoon, Ser-HuangFinancial market volatility forecasting is one of today's most important areasof 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.Type of material - profess. monogrEdition - ReprintedPublication and manufacture - Chichester ; Hoboken (NJ) : J. Wiley, 2005Language - englishISBN - 0-470-85613-0COBISS.SI-ID - 16401638
Author
Poon, Ser-Huang
Topics
Options (Finance) |
Mathematical models |
Securities |
Prices |
Mathematical models |
Stock price forecasting |
Mathematical models |
finance |
finančni trg |
izvedeni finančni instrumenti |
opcije |
vrednostni papirji |
matematični modeli |
cena |
predvidevanje |
obvladovanje tveganj |
finance |
financial market |
derivatives |
options |
securities |
mathematical models |
price |
forecasting |
risk management |
risk management
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Library | Call number – location, accession no. ... | Copy status |
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EF, Central Economics Library, Ljubljana | · Prosti p. C1 POON S. Practical guide IN: 000216244 |
available - outside loan, loan period: 1 months |
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Poon, Ser-Huang | ![]() |
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