Volatility as an asset class
Auteur :
Nelken, Israel
ISBN :
9781906348366
Date de publication :
1 oct. 2007
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book is wholly devoted to the trading of volatility as an asset class.The market for volatility, corridor and covariance swaps, as well as gamma and correlation trades is expected to grow over the next few years. The market desperately needs such a comprehensive reference guide.