Forecasting Volatility in the Financial Markets (Quantitative Finance)

* How to understand, model and forecast volatility * Applications in investment management, trading strategies and financial engineering * Current research on the key forecasting methods to use in risk management *

With contributions from leading academics and professional experts, this book is required reading for anyone who needs to understand the significance and impact of volatility in the financial markets.

The book assumes that you have 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 then uses a technical survey to define the different models of volatility and return and explain the different ways to measure risk. The book continues with detail on applications in Financial markets.

* If you're an Investment manager you'll find out how to judge your rebalancing decisions in Global Tactical Asset Allocation. If you're a trader you'll learn how to profit by modifying your strategies to account for volatility and identify arbitrage opportunities. If you're a risk manager you'll understand how to measure volatility for Value At Risk and other risk management techniques. Derivatives specialists will be able to use the insights from this book to further understand and improve their pricing models.






· How to understand, model and forecast volatility

· Applications in investment management, trading strategies and financial engineering Read more Continue reading Read less ABOUT THE AUTHOR
Stephen Satchell is a Fellow of Trinity College, the Reader in Financial Econometrics at the University of Cambridge and Visiting Professor at Birkbeck College, City University Business School and University of Technology, Sydney. He provides consultancy for a range of city institutions in the broad area of quantitative finance. He has published papers in many journals and has a particular interest in risk.

Read more Continue reading Read less