Forecasting volatility in the financial markets

Author(s)

• Knight, John L.
• Satchell, S. (Stephen)

Bibliographic Information

Forecasting volatility in the financial markets

edited by John Knight, Stephen Satchell

（Quantitative finance series / series editor, Stephen Satchell）

Elsevier Butterworth-Heinemann, 2007

3rd ed

Note

Includes bibliographical references and index

Details

• NCID: BA82261746
• ISBN:
  • 9780750669429
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Amsterdam ; Tokyo
• Pages/Volumes: viii, 415 p.
• Size: 24 cm
• Subject Headings:
  • LCSH : Options (Finance) -- Mathematical models
  • LCSH : Securities -- Prices -- Mathematical models
  • LCSH : Stock price forecasting -- Mathematical models
• Parent Bibliography ID:
  • BA54632624