Overview

In physics, some phenomena, such as the movement of the stars or the movement of time, can be forecast with 100% certainty. The future of economic and financial variables, such as interest rates or stock prices, however, is uncertain. But we can forecast them with a certain probability. That is what this book does. We discuss 10 methods, from simple methods such as fundamental and technical analysis, to established statistical methods such as linear and non-linear regression function extrapolation. We also discuss the latest developments such as stochastic processes, extreme value theory, and forecasting with AI. So we hope the book is valuable to a wide audience. This book comes with 14 Excel spreadsheets and 10 Videos. We also display 7 Python codes, which can be run online at repl.it.

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9781098333867

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After a lectureship in mathematics and statistics at the Economic Academy Kiel, Gunter Meissner PhD, joined Deutsche Bank in 1990, trading interest rate futures, swaps, and options in Frankfurt and New York. He became Head of Product Development in 1994, responsible for originating algorithms for new derivatives products, which at the time were Lookback Options, Multi-asset Options, Quanto Options, Average Options, Index Amortizing Swaps, and Bermuda Swaptions. In 1995/1996 Gunter Meissner was Head of Options at Deutsche Bank Tokyo. From 1997 to 2007, Gunter was Professor of Finance at Hawaii Pacific University and from 2008 to 2013 Director of the Master in Financial Engineering Program at the University of Hawaii. Currently, he is President of Derivatives Software (www.dersoft.com) and Adjunct Professor of Mathematical Finance at Columbia University and NYU. Gunter Meissner has published numerous papers and five books on derivatives and risk management. His sixth book on ""Forecasting 10 Methods"" will come out in 2020. Gunter can be reached at gunter@dersoft.com. His CV is at www.dersoft.com/cv.pdf

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