Stock Market Volatility

ISBN-13: 9781420099546 / Angielski / Twarda / 2009 / 621 str.

Gregoriou Greg; N. Gregoriou Greg

Opis

Taking into account the ongoing worldwide financial crisis, this timely volume provides insight to better understand volatility in various stock markets. It is one of the first to draw on a range of international authorities who offer their expertise on market volatility in developed, emerging, and frontier economies. The book includes many stock market volatility charts and tables, enabling readers to accurately examine the volatility patterns in different markets around the world. It compares volatility in developed and emerging markets, describes how to apply mathematical models to analyze behavior of the market and underlying assets, and explores recent trends in forecasting.

Spis treści

Modeling Stock Market Volatility. Portfolio Management and Hedge Fund Volatility. Developed Country Volatility. Emerging Market Volatility. Index.

O autorze

Greg N. Gregoriou is Professor of Finance in the School of Business and Economics at the State University of New York, Plattsburgh. Dr. Gregoriou has authored nearly thirty books, has published more than fifty academic articles, and is the hedge fund editor and editorial board member of the Journal of Derivatives and Hedge Funds as well as editorial board member of the Journal of Wealth Management and the Journal of Risk and Financial Institutions.