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