Volatility as an asset class: obvious benefits and hidden risks

Name: Volatility as an asset class: obvious benefits and hidden risks
Author: JabÅ‚ecki, Juliusz / KokoszczyÅ„ski, Ryszard / Sakowski, PaweÅ‚ / Åšlepaczuk, Robert / WÃ³jcik, Piotr
ISBN: 9783631655764

Auteur : JabÅ‚ecki, Juliusz / KokoszczyÅ„ski, Ryszard / Sakowski, PaweÅ‚ / Åšlepaczuk, Robert / WÃ³jcik, Piotr

Éditeur : Peter Lang AG

ISBN : 9783631655764

Date de publication : 30 avr. 2015

Dimensions : 21,0 x 14,8 cm

Poids : 240 g

Langue : Anglais

Pays d'origine : Suisse

Volatility derivatives are today an important group of financial instruments. This book presents an overview of their major classes and their possible applications in investment strategies and portfolio optimization. Volatility is not constant so the book presents its term structure and its potential use in forecasting volatility.

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