A 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 is devoted primarily to the exploration...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester
John Wiley & Sons
2005
|
| Schlagworte: | |
| Zusammenfassung: | 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 is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models |
| Beschreibung: | A Practical Guide to Forecasting Financial Market Volatility; Contents; Foreword by Clive Granger; Preface; 1 Volatility Definition and Estimation; 2 Volatility Forecast Evaluation; 3 Historical Volatility Models; 4 Arch; 5 Linear and Nonlinear Long Memory Models; 6 Stochastic Volatility; 7 Multivariate Volatility Models; 8 Black-Scholes; 9 Option Pricing with Stochastic Volatility; 10 Option Forecasting Power; 11 Volatility Forecasting Records; 12 Volatility Models in Risk Management; 13 VIX and Recent Changes in VIX; 14 Where Next?; Appendix; References; Index |
| Beschreibung: | 1 Online-Ressource (1 online resource (237 p.)) |
| ISBN: | 9780470856154 9780470856130 |
Internformat
MARC
| LEADER | 00000nmm a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV039822891 | ||
| 003 | DE-604 | ||
| 005 | 20140131 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 120120s2005 |||| o||u| ||||||eng d | ||
| 020 | |a 9780470856154 |c ebook |9 978-0-4708-5615-4 | ||
| 020 | |a 9780470856130 |c print |9 978-0-4708-5613-0 | ||
| 035 | |a (OCoLC)775104706 | ||
| 035 | |a (DE-599)BVBBV039822891 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-29 | ||
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 100 | 1 | |a Poon, Ser-Huang |e Verfasser |0 (DE-588)130212318 |4 aut | |
| 245 | 1 | 0 | |a A practical guide to forecasting financial market volatility |
| 264 | 1 | |a Chichester |b John Wiley & Sons |c 2005 | |
| 300 | |a 1 Online-Ressource (1 online resource (237 p.)) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a A Practical Guide to Forecasting Financial Market Volatility; Contents; Foreword by Clive Granger; Preface; 1 Volatility Definition and Estimation; 2 Volatility Forecast Evaluation; 3 Historical Volatility Models; 4 Arch; 5 Linear and Nonlinear Long Memory Models; 6 Stochastic Volatility; 7 Multivariate Volatility Models; 8 Black-Scholes; 9 Option Pricing with Stochastic Volatility; 10 Option Forecasting Power; 11 Volatility Forecasting Records; 12 Volatility Models in Risk Management; 13 VIX and Recent Changes in VIX; 14 Where Next?; Appendix; References; Index | ||
| 520 | |a 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 is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models | ||
| 650 | 4 | |a Options (Finance) | |
| 912 | |a ZDB-38-EBR | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-024682981 | ||
Datensatz im Suchindex
| _version_ | 1804148758490906624 |
|---|---|
| any_adam_object | |
| author | Poon, Ser-Huang |
| author_GND | (DE-588)130212318 |
| author_facet | Poon, Ser-Huang |
| author_role | aut |
| author_sort | Poon, Ser-Huang |
| author_variant | s h p shp |
| building | Verbundindex |
| bvnumber | BV039822891 |
| classification_rvk | QK 600 |
| collection | ZDB-38-EBR |
| ctrlnum | (OCoLC)775104706 (DE-599)BVBBV039822891 |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01920nmm a2200325 c 4500</leader><controlfield tag="001">BV039822891</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20140131 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">120120s2005 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470856154</subfield><subfield code="c">ebook</subfield><subfield code="9">978-0-4708-5615-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780470856130</subfield><subfield code="c">print</subfield><subfield code="9">978-0-4708-5613-0</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)775104706</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV039822891</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-29</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Poon, Ser-Huang</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)130212318</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A practical guide to forecasting financial market volatility</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Chichester</subfield><subfield code="b">John Wiley & Sons</subfield><subfield code="c">2005</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (1 online resource (237 p.))</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">A Practical Guide to Forecasting Financial Market Volatility; Contents; Foreword by Clive Granger; Preface; 1 Volatility Definition and Estimation; 2 Volatility Forecast Evaluation; 3 Historical Volatility Models; 4 Arch; 5 Linear and Nonlinear Long Memory Models; 6 Stochastic Volatility; 7 Multivariate Volatility Models; 8 Black-Scholes; 9 Option Pricing with Stochastic Volatility; 10 Option Forecasting Power; 11 Volatility Forecasting Records; 12 Volatility Models in Risk Management; 13 VIX and Recent Changes in VIX; 14 Where Next?; Appendix; References; Index</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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 is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance)</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-38-EBR</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-024682981</subfield></datafield></record></collection> |
| id | DE-604.BV039822891 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:12:13Z |
| institution | BVB |
| isbn | 9780470856154 9780470856130 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024682981 |
| oclc_num | 775104706 |
| open_access_boolean | |
| owner | DE-29 |
| owner_facet | DE-29 |
| physical | 1 Online-Ressource (1 online resource (237 p.)) |
| psigel | ZDB-38-EBR |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | John Wiley & Sons |
| record_format | marc |
| spelling | Poon, Ser-Huang Verfasser (DE-588)130212318 aut A practical guide to forecasting financial market volatility Chichester John Wiley & Sons 2005 1 Online-Ressource (1 online resource (237 p.)) txt rdacontent c rdamedia cr rdacarrier A Practical Guide to Forecasting Financial Market Volatility; Contents; Foreword by Clive Granger; Preface; 1 Volatility Definition and Estimation; 2 Volatility Forecast Evaluation; 3 Historical Volatility Models; 4 Arch; 5 Linear and Nonlinear Long Memory Models; 6 Stochastic Volatility; 7 Multivariate Volatility Models; 8 Black-Scholes; 9 Option Pricing with Stochastic Volatility; 10 Option Forecasting Power; 11 Volatility Forecasting Records; 12 Volatility Models in Risk Management; 13 VIX and Recent Changes in VIX; 14 Where Next?; Appendix; References; Index 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 is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models Options (Finance) |
| spellingShingle | Poon, Ser-Huang A practical guide to forecasting financial market volatility Options (Finance) |
| title | A practical guide to forecasting financial market volatility |
| title_auth | A practical guide to forecasting financial market volatility |
| title_exact_search | A practical guide to forecasting financial market volatility |
| title_full | A practical guide to forecasting financial market volatility |
| title_fullStr | A practical guide to forecasting financial market volatility |
| title_full_unstemmed | A practical guide to forecasting financial market volatility |
| title_short | A practical guide to forecasting financial market volatility |
| title_sort | a practical guide to forecasting financial market volatility |
| topic | Options (Finance) |
| topic_facet | Options (Finance) |
| work_keys_str_mv | AT poonserhuang apracticalguidetoforecastingfinancialmarketvolatility |