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 understand

This text assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to

Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and f

Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching

Forecasting returns is as important as forecasting volatility in multiple areas of finance. This topic, essential to practitioners, is also studied by academics