Forecasting Volatility in the Financial Markets

by Stephen Satchell and John Knight

Forecasting Volatility in the Financial Markets, Third Edition 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...

• Format: Hardcover
• Language: English
• ISBN: 075066942X
• ISBN13: 9780750669429
• Release Date: April 2007
• Publisher: Butterworth-Heinemann
• Length: 415 Pages
• Weight: 1.65 lbs.
• Dimensions: 1.2" x 6.8" x 9.4"