Volatility as an Asset Class: Obvious Benefits and Hidden Risks: 4 (Polish Studies in Economics) - Image 1

£40.74

Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften Volatility as an Asset Class: Obvious Benefits and Hidden Risks: 4 (Polish Studies in Economics)

Name: Volatility as an Asset Class: Obvious Benefits and Hidden Risks: 4 (Polish Studies in Economics)
Brand: Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften
Price: 40.74 GBP
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Description

Volatility derivatives are an important group of financial instruments and their list is much longer than volatility index futures and options. This book reviews methods used for measurement, estimation and forecasting volatility and presents major classes of volatility derivatives and their possible applications in investment strategies and portfolio optimization. Since volatility is not constant, its term structure and the phenomenon of the volatility risk premium are discussed in view of the permanently instable relation between realized and implied volatility. The study proposes a method to use this information in the process of forecasting future values of volatility.

Product Specifications

Brand: Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften
Format: paperback
ASIN: 3631655762
Category: Books > Subjects > Business, Finance & Law > Biographies & Histories > Business & Economic History
Domain: Amazon UK
Release Date: 30 April 2015
Listed Since: 20 April 2015

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Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften Volatility as an Asset Class: Obvious Benefits and Hidden Risks: 4 (Polish Studies in Economics)

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