A Practical Guide to Forecasting Financial Market Volatility
By (author) Ser-Huang Poon
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Practical Guide to Forecasting Financial Market Volatility by Ser-Huang Poon
Book DescriptionFinancial 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.
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Book DetailsISBN: 9780470856130
(236mm x 166mm x 24mm)
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 19-Apr-2005
Country of Publication: United Kingdom
Books By Author Ser-Huang Poon
Asset Pricing in Discrete Time, Hardback (January 2005)» View all books by Ser-Huang Poon
Covering the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework, this book is aimed at Masters and PhD students in finance. The topics covered include CAPM, non-marketable background risks, European style contingent claims as in Black-Scholes, and multi-period asset pricing under rational expectations.
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Author Biography - Ser-Huang Poon
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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