Forecasting Volatility in the Financial Markets (Quantitative Finance) (Quantitative Finance) Год выпуска: 2007Автор: John Knight, Stephen SatchellИздательство: Страниц: 432ISBN: 075066942XОписание This new edition of "Forecasting Volatility in the Financial Markets" assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility.Chapters new to this third edition are: What good is a volatility model?
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