Forecasting Volatility in the Financial Markets:
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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Jordan Hill
Elsevier Science
2011
|
| Ausgabe: | 3rd ed |
| Schriftenreihe: | Quantitative Finance
|
| Schlagworte: | |
| Zusammenfassung: | 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: * What good is a volatility model? Engle and Patton * Applications for portfolio variety Dan diBartolomeo * A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish * Volatility modeling and forecasting in finance Xiao and Aydemir * An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey * Leading thinkers present newest research on volatility forecasting *International authors cover a broad array of subjects related to volatility forecasting *Assumes basic knowledge of volatility, financial mathematics, and modelling |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Beschreibung: | 1 online resource (428 pages) |
| ISBN: | 9780080471426 9780750669429 |
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Datensatz im Suchindex
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| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 3rd ed |
| format | Electronic eBook |
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| spelling | Satchell, Stephen Verfasser aut Forecasting Volatility in the Financial Markets 3rd ed Jordan Hill Elsevier Science 2011 © 2007 1 online resource (428 pages) txt rdacontent c rdamedia cr rdacarrier Quantitative Finance Description based on publisher supplied metadata and other sources 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: * What good is a volatility model? Engle and Patton * Applications for portfolio variety Dan diBartolomeo * A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish * Volatility modeling and forecasting in finance Xiao and Aydemir * An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey * Leading thinkers present newest research on volatility forecasting *International authors cover a broad array of subjects related to volatility forecasting *Assumes basic knowledge of volatility, financial mathematics, and modelling Options (Finance) - Mathematical models Options (Finance) Securities - Prices - Mathematical models Volatilität (DE-588)4268390-7 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Prognose (DE-588)4047390-9 gnd rswk-swf 1\p (DE-588)4143413-4 Aufsatzsammlung gnd-content Kreditmarkt (DE-588)4073788-3 s Volatilität (DE-588)4268390-7 s Prognose (DE-588)4047390-9 s 2\p DE-604 Knight, John Sonstige oth Erscheint auch als Druck-Ausgabe Satchell, Stephen Forecasting Volatility in the Financial Markets 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Satchell, Stephen Forecasting Volatility in the Financial Markets Options (Finance) - Mathematical models Options (Finance) Securities - Prices - Mathematical models Volatilität (DE-588)4268390-7 gnd Kreditmarkt (DE-588)4073788-3 gnd Prognose (DE-588)4047390-9 gnd |
| subject_GND | (DE-588)4268390-7 (DE-588)4073788-3 (DE-588)4047390-9 (DE-588)4143413-4 |
| title | Forecasting Volatility in the Financial Markets |
| title_auth | Forecasting Volatility in the Financial Markets |
| title_exact_search | Forecasting Volatility in the Financial Markets |
| title_full | Forecasting Volatility in the Financial Markets |
| title_fullStr | Forecasting Volatility in the Financial Markets |
| title_full_unstemmed | Forecasting Volatility in the Financial Markets |
| title_short | Forecasting Volatility in the Financial Markets |
| title_sort | forecasting volatility in the financial markets |
| topic | Options (Finance) - Mathematical models Options (Finance) Securities - Prices - Mathematical models Volatilität (DE-588)4268390-7 gnd Kreditmarkt (DE-588)4073788-3 gnd Prognose (DE-588)4047390-9 gnd |
| topic_facet | Options (Finance) - Mathematical models Options (Finance) Securities - Prices - Mathematical models Volatilität Kreditmarkt Prognose Aufsatzsammlung |
| work_keys_str_mv | AT satchellstephen forecastingvolatilityinthefinancialmarkets AT knightjohn forecastingvolatilityinthefinancialmarkets |