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Forecasting Financial Market Volatility

Joined
1/2/07
Messages
128
Points
28
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

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.
 
Hello Christian,

I've read this paper of
Kai Detlefsen and Wolfgang Härdle (HU Berlin, Germany)​
If you are interesting in calibration of vola swaps: Attaoui

I hope the paper helps you.​
 
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