Related Books
Language: en
Pages: 428
Pages: 428
Type: BOOK - Published: 2011-02-24 - Publisher: Elsevier
Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding v
Language: en
Pages: 236
Pages: 236
Type: BOOK - Published: 2005-08-19 - Publisher: John Wiley & Sons
Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and f
Language: en
Pages: 219
Pages: 219
Type: BOOK - Published: 2008 - Publisher: Universal-Publishers
The famous Black-Scholes model was the starting point of a new financial industry and has been a very important pillar of all options trading since. One of its
Language: en
Pages: 428
Pages: 428
Type: BOOK - Published: 2002 - Publisher: Butterworth-Heinemann
This text assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to
Language: en
Pages: 246
Pages: 246
Type: BOOK - Published: 2007 - Publisher:
In this thesis, I study the dynamics of the volatility process and focus on estimation and forecasting. Recent research uses high frequency intraday data to con
