Forecasting Financial Markets Exchange Rates, Interest Rates and Asset Management

New insights into the mathematical techniques and models used in forecasting financial marketsAllan M. Malz of the Federal Reserve in New York. Aaron Low of the National University of Singapore. W.M. van der Berg of Erasmus University, Rotterdam. To savvy investment analysts, traders, and econometricians seeking to outdo their competitors, these names represent the best and brightest of the analytical financial world-cutting-edge quantitative researchers who are behind the very latest thinking in the mathematical forecasting of financial markets. In this remarkable compendium, Christian Dunis, the head of quantitative research and trading at one the worlda??s biggest banks, introduces market pros to these thinkers and their complex work, revealing the latest techniques and models for financial forecasting, including high frequency data, volatility, neural networks, and more.CHRISTIAN DUNIS (London, England) is the Director of Quantitative Research and Trading for Chemical Bank, UK.

Christian Dunis is Executive Vice President, Global Head of Markets Research at Banque Nationale de Paris, France. BNP’s Markets Research Group covers foreign exchange and fixed income strategies, quantitative market research and quantitative trading. Its 23-strong research staff is spread between London, Paris and Singapore.