Forecasting Volatility in the Financial Markets, Second Edition (Quantitative Finance)
Contributors: Stephen Satchell (Editor); John Knight (Editor)
Edition: 2 edition
Publisher: Butterworth-Heinemann
Published: September 24, 2002
Language: eng
Format: Hardcover
Number of pages: 420
ISBN-13: 9780750655156
Subjects: Economic forecasting; Investment & securities; Securities; Forecasting; Business & Economics; Business / Economics / Finance; Prices; Business/Economics; Options (Finance); Investments & Securities - General; Accounting - Financial; Business & Economics / Accounting / Financial; Stock price forecasting; Accounting - General; Mathematical models
First sentence: Volatility modelling has been a very active area of research in recent years.