Volatility Forecasting - Books

[erol]

hello,

Would anyone be able to recommend any volatility forecasting books? Preferably for Options trading?

Or if anyone knows of any other resource I'd really appreciate it.

Thanks,

Erol

 

[aPismoClam]

here's all you need to know about volatility: if high, it'll get higher and then get low. And vice versa.<P>if market makers are buying it, you should too, and vice versa.

 

[TheROTrader]

worst advice i have ever heard.

 

[loltrader]

http://www.amazon.com/Volatility-Tr...=sr_1_1?ie=UTF8&s=books&qid=1250992329&sr=8-1

Great book. Author is on nuclear phynance.

 

[Martinghoul]

Quote from loltrader:

http://www.amazon.com/Volatility-Tr...=sr_1_1?ie=UTF8&s=books&qid=1250992329&sr=8-1

Great book. Author is on nuclear phynance.

Yep, filthy's book is probably the best practical guide to vol trading/forecasting out there...

Otherwise, if you look for GARCH, it's probably the most well-known classical approach.

 

[erol]

thank you all! I'll add these to the book queue...