-- Applications in investment management, trading strategies, and financial engineering

-- Current research on the key forecasting methods to use in risk management

Forecasting Volatility in the Financial Markets assumes that the reader has 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. The editors have brought together a set of contributors that gives the reader a firm grounding in relevant theory and research and an insight into the cutting-edge techniques applied in this field of the financial markets. This book is of particular relevance to anyone who wants to understand dynamic areas of the financial markets. It then uses a technical survey to explain the different ways to measure risk and define the different models of volatility and return.