Forecasting volatility in the financial markets /

Forecasting volatility in the financial markets / edited by John Knight, Stephen Satchell.

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Bibliographic Details
Other Authors: Knight, John L. (Editor), Satchell, S. (Stephen) (Editor)
Format: Book
Language:English
Published: Oxford : Butterworth-Heinemann, [2007]
Edition:Third edition.
Series:Quantitative finance series.
Subjects:
Options (Finance) > Mathematical models
Securities > Prices > Mathematical models.
Stock price forecasting > Mathematical models
Table of Contents:
  • What good is a volatility model? / Robert F. Engle and Andrew J. Patton
  • Modelling slippage: an application to the bund futures contract / Emmanuel Acar and Edouard Petitdidier
  • Variations in the mean and volatility of stock returns around turning points of the business cycleby / Gabriel Perez-Quiros and Allan Timmermann
  • Applications of portfolio variety / Dan diBartolomeo.
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City Campus

  • Call Number:
    332.642015118 FOR
    Copy
    Available - City Campus Main Collection
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