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

In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. W

Forecasting Volatility in the Financial Markets, Third Edition assumes that the reader has a firm grounding in the key principles and methods of understanding v

Papers presented at the Forecasting Financial Markets in India, held at Kharagpur during 29-31 December 2008.