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Volatility as an Asset Class. Obvious Benefits and Hidden Risks
- Título:
- Volatility as an Asset Class. Obvious Benefits and Hidden Risks
- Autor:
- Jabłecki, Juliusz; Kokoszczyński, Ryszard; Sakowski, Paweł; Ślepaczuk, Robert
- Materia:
- Economics and Management; Personal Finance; General
- Editor:
- Peter Lang
- Descripción:
- 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.
- Identificadores:
- E-ISBN: 9783653047875
- Colección:
- Peter Lang