Forecasting Volatility in the Financial Markets
Author | : John Knight |
Publisher | : Butterworth-Heinemann |
Total Pages | : 376 |
Release | : 1998 |
ISBN-10 | : UCSC:32106014108515 |
ISBN-13 | : |
Rating | : 4/5 (15 Downloads) |
Download or read book Forecasting Volatility in the Financial Markets written by John Knight and published by Butterworth-Heinemann. This book was released on 1998 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: An aid to understanding the significance of volatility in the financial market, this text details modelling/forecasting techniques and uses a technical survey to define the models of volatility and return and explain the ways to measure risk. Applications in the financial markets are then detailed.