Forecasting Volatility
Subtitle: Theory & Practice
Contributors: John Knight (Editor); S. Satchell (Editor)
Publisher: Butterworth-Heinemann
Published: February 1999
Language: eng
Format: Hardcover
Number of pages: 354
ISBN-13: 9780750640817
Subjects: Economic forecasting; Investment & securities; Options (Finance); Literary Criticism; Business / Economics / Finance; Stock price forecasting; Literature: Classics; Semiotics & Theory; Prices; Economics - General; Mathematical models; Securities
First sentence: Volatility modelling has been a very active area of research in recent years.