Volatility forecasting is an important topic in the finance industry and many areas of finance research. There are many books written on financial market modelling, but few on volatility forecasting and the practical use of these models. Series: Wiley Finance Series. Num Pages: 236 pages, Illustrations. BIC Classification: KF. Category: (P) Professional & Vocational. Dimension: 236 x 166 x 24. Weight in Grams: 487. . 2005. 1st Edition. Hardcover. . . . .

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Bibliographic Details

Title: A Practical Guide to Forecasting Financial Market Volatility
Publisher: John Wiley & Sons Inc
Publication Date: 2005
Language: English
ISBN 10: 0470856130
ISBN 13: 9780470856130
Binding: Hardcover
Edition: 1st Edition
Condition: New

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Synopsis

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. A Practical Guide to Forecasting Financial Market Volatility provides practical guidance on this vital topic through an in-depth examination of a range of popular forecasting models. Details are provided on proven techniques for building volatility models, with guide-lines for actually using them in forecasting applications.

About the Author

About the author

Dr SER-HUANG POON was promoted to Professor of Finance at Manchester University in 2003. Prior to that, she was a senior lecturer at Strathclyde University.

Ser-Huang graduated from the National University of Singapore and obtained her masters and PhD from Lancaster University, UK. She has researched financial market volatility for many years and has published in many top ranking peer reviewed finance and financial econometric journals with many co-authors from around the world. Her financial market volatility work was cited as a reference reading on the Nobel web site in 2003.

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