Téléchargez le livre : Forecasting Volatility in the Financial Markets

Forecasting Volatility in the Financial Markets



de

Éditeur :

Butterworth-Heinemann


Paru le : 2002-08-22



eBook Téléchargement ebook sans DRM
94,90 €
Téléchargement immédiat
Dès validation de votre commande
Ajouter à ma liste d'envies
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description
'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 then uses a technical survey to explain the different ways to measure risk and define the different models of volatility and return.The editors have brought together a set of contributors that give the reader a firm grounding in relevant theory and research and an insight into the cutting edge techniques applied in this field of the financial markets.This book is of particular relevance to anyone who wants to understand dynamic areas of the financial markets.* Traders will profit by learning to arbitrage opportunities and modify their strategies to account for volatility.* Investment managers will be able to enhance their asset allocation strategies with an improved understanding of likely risks and returns.* Risk managers will understand how to improve their measurement systems and forecasts, enhancing their risk management models and controls.* Derivative specialists will gain an in-depth understanding of volatility that they can use to improve their pricing models.* Students and academics will find the collection of papers an invaluable overview of this field.This book is of particular relevance to those wanting to understand the dynamic areas of volatility modeling and forecasting of the financial marketsProvides the latest research and techniques for Traders, Investment Managers, Risk Managers and Derivative Specialists wishing to manage their downside risk exposure Current research on the key forecasting methods to use in risk management, including two new chapters
Pages
420 pages
Collection
n.c
Parution
2002-08-22
Marque
Butterworth-Heinemann
EAN papier
9780750655156
EAN PDF SANS DRM
9780080494975
Informations sur l'ebook
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
94,90 €

Suggestions personnalisées