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Analyzing and Forecasting Futures Prices: A Guide for Hedgers, Speculators and Traders
     

Analyzing and Forecasting Futures Prices: A Guide for Hedgers, Speculators and Traders

by Anthony F. Herbst
 

Gives a clear explanation of the latest methods for analyzing and predicting futures prices. In addition, it explains how these practical techniques can be applied in implementing hedging or speculative strategies. Covers the latest advanced methods such as spectral, array and time series analysis.

Overview

Gives a clear explanation of the latest methods for analyzing and predicting futures prices. In addition, it explains how these practical techniques can be applied in implementing hedging or speculative strategies. Covers the latest advanced methods such as spectral, array and time series analysis.

Editorial Reviews

Booknews
Herbst (business administration, U. of Texas) reveals techniques by which the speculator in the futures market can predict prices. The trick is to find evidence of cycles in price series data, gauging the significance and estimating the parameters of those cycles, then combining them into a future curve. The calculations can be done with a spreadsheet on a personal computer. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN-13:
9780471533122
Publisher:
Wiley
Publication date:
03/28/1992
Series:
Wiley Finance Series , #16
Pages:
256
Product dimensions:
7.28(w) x 10.28(h) x 0.98(d)

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