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Image for Forecasting volatility in the financial markets

Forecasting volatility in the financial markets

Knight, John, Satchell, Stephen E.

See all formats and editions

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.

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Product Details

Publisher/Imprint Butterworth-Heinemann

ISBN/Ean0750640812 / 9780750640817

FormatLaminated

Dewey332

Published30/11/1998

Country of PubEngland

Book LanguageEnglish

Pages304p.

Dimensions24 cm

Readershippostgraduate /research & professional Learn More

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