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Book details
  • SubGenre:Finance
  • Language:English
  • Pages:182
  • eBook ISBN:9781098333874
  • Paperback ISBN:9781098333867

Forecasting - 10 Methods

by Gunter Meissner

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This book presents 10 methods to forecast economic variables such as interest rates or GDP growth rates, and financial variables such as stocks and bonds. The book comes with 14 Excel spreadsheets, 7 Python codes, and 10 videos. 


Most events in economics and finance are stochastic, i.e. unknown. But we can forecast them with a certain probability. That is what this book does. We introduce 10 forecasting methodologies: Simple ones such as Fundamental and Technical analysis (chapters 2 and 3), and traditional forecasting methods such as Statistical Concepts (chapters 4, 5, and 6). We also explain the latest, more mathematical methods such as Stochastic Processes (chapters 7 and 8), Extreme Value Theory (chapter 9) and AI and Forecasting (chapter 10). So we hope many can benefit from this book.

About the author

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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