Volatility Forecasting - Books

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

 

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.

 

worst advice i have ever heard.

 

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.

 

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