Forecasting volatility in the financial markets
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| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Butterworth-Heinemann
2007
|
| Ausgabe: | 3. ed. |
| Schriftenreihe: | Quantitative finance series
|
| Schlagworte: | |
| Online-Zugang: | DE-188 Volltext |
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| 500 | |a This new edition of 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 provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition: * What good is a volatility model? Engle and Patton * Applications for portfolio variety Dan diBartolomeo * A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish * Volatility modeling and forecasting in finance Xiao and Aydemir * An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey * Leading thinkers present newest research on volatility forecasting *International authors cover a broad array of subjects related to volatility forecasting *Assumes basic knowledge of volatility, financial mathematics, and modelling | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
| 650 | 7 | |a Options (Finance) / Mathematical models |2 fast | |
| 650 | 7 | |a Securities / Prices / Mathematical models |2 fast | |
| 650 | 7 | |a Stock price forecasting / Mathematical models |2 fast | |
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Datensatz im Suchindex
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| any_adam_object | |
| author_GND | (DE-588)173564615 (DE-588)131930710 |
| building | Verbundindex |
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| dewey-full | 332.66/2042 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.66/2042 |
| dewey-search | 332.66/2042 |
| dewey-sort | 3332.66 42042 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 3. ed. |
| format | Electronic eBook |
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| genre_facet | Aufsatzsammlung |
| id | DE-604.BV042309692 |
| illustrated | Illustrated |
| indexdate | 2024-12-24T04:19:38Z |
| institution | BVB |
| isbn | 9780750669429 075066942X 9780080471426 0080471420 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027746684 |
| oclc_num | 213298555 |
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| physical | 1 Online-Ressource (VIII, 415 S.) graph. Darst. |
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| publishDate | 2007 |
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| publisher | Butterworth-Heinemann |
| record_format | marc |
| series2 | Quantitative finance series |
| spelling | Forecasting volatility in the financial markets edited by John Knight, Stephen Satchell 3. ed. Amsterdam Butterworth-Heinemann 2007 1 Online-Ressource (VIII, 415 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Quantitative finance series This new edition of 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 provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition: * What good is a volatility model? Engle and Patton * Applications for portfolio variety Dan diBartolomeo * A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish * Volatility modeling and forecasting in finance Xiao and Aydemir * An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey * Leading thinkers present newest research on volatility forecasting *International authors cover a broad array of subjects related to volatility forecasting *Assumes basic knowledge of volatility, financial mathematics, and modelling Includes bibliographical references and index BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Options (Finance) / Mathematical models fast Securities / Prices / Mathematical models fast Stock price forecasting / Mathematical models fast Voorspellingen gtt Financiële instellingen gtt Risicoanalyse gtt Mathematisches Modell Wirtschaft Options (Finance) Mathematical models Securities Prices Mathematical models Stock price forecasting Mathematical models Prognose (DE-588)4047390-9 gnd rswk-swf Volatilität (DE-588)4268390-7 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Kreditmarkt (DE-588)4073788-3 s Volatilität (DE-588)4268390-7 s Prognose (DE-588)4047390-9 s 1\p DE-604 Knight, John L. Sonstige (DE-588)173564615 oth Satchell, Stephen 1949- Sonstige (DE-588)131930710 oth http://www.sciencedirect.com/science/book/9780750669429 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Forecasting volatility in the financial markets BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Options (Finance) / Mathematical models fast Securities / Prices / Mathematical models fast Stock price forecasting / Mathematical models fast Voorspellingen gtt Financiële instellingen gtt Risicoanalyse gtt Mathematisches Modell Wirtschaft Options (Finance) Mathematical models Securities Prices Mathematical models Stock price forecasting Mathematical models Prognose (DE-588)4047390-9 gnd Volatilität (DE-588)4268390-7 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4047390-9 (DE-588)4268390-7 (DE-588)4073788-3 (DE-588)4143413-4 |
| title | Forecasting volatility in the financial markets |
| title_auth | Forecasting volatility in the financial markets |
| title_exact_search | Forecasting volatility in the financial markets |
| title_full | Forecasting volatility in the financial markets edited by John Knight, Stephen Satchell |
| title_fullStr | Forecasting volatility in the financial markets edited by John Knight, Stephen Satchell |
| title_full_unstemmed | Forecasting volatility in the financial markets edited by John Knight, Stephen Satchell |
| title_short | Forecasting volatility in the financial markets |
| title_sort | forecasting volatility in the financial markets |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Options (Finance) / Mathematical models fast Securities / Prices / Mathematical models fast Stock price forecasting / Mathematical models fast Voorspellingen gtt Financiële instellingen gtt Risicoanalyse gtt Mathematisches Modell Wirtschaft Options (Finance) Mathematical models Securities Prices Mathematical models Stock price forecasting Mathematical models Prognose (DE-588)4047390-9 gnd Volatilität (DE-588)4268390-7 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Options (Finance) / Mathematical models Securities / Prices / Mathematical models Stock price forecasting / Mathematical models Voorspellingen Financiële instellingen Risicoanalyse Mathematisches Modell Wirtschaft Options (Finance) Mathematical models Securities Prices Mathematical models Stock price forecasting Mathematical models Prognose Volatilität Kreditmarkt Aufsatzsammlung |
| url | http://www.sciencedirect.com/science/book/9780750669429 |
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