Christian
01-05-2008, 12:09 PM
I'm not sure if this is the right forum because I'm not exactly recommending a book, but does anyone have A Practical Guide to Forecasting Financial Market Volatility by Ser-Huang Poon?
Here's a link to the amazon page: Amazon.com: A Practical Guide to Forecasting Financial Market Volatility (The Wiley Finance Series): Books: Ser-Huang Poon (http://www.amazon.com/Practical-Forecasting-Financial-Volatility-Finance/dp/0470856130/ref=si3_rdr_bb_product)
If not, does anyone have any good papers other than the Goldman Sachs "Everything You Ever Wanted to Know About Volatility Swaps?" Thanks everyone, your help is much appreciated.
Here's a link to the amazon page: Amazon.com: A Practical Guide to Forecasting Financial Market Volatility (The Wiley Finance Series): Books: Ser-Huang Poon (http://www.amazon.com/Practical-Forecasting-Financial-Volatility-Finance/dp/0470856130/ref=si3_rdr_bb_product)
If not, does anyone have any good papers other than the Goldman Sachs "Everything You Ever Wanted to Know About Volatility Swaps?" Thanks everyone, your help is much appreciated.