Visit our Christmas Gift Finder
Volatility as an Asset Class: Obvious Benefits and Hidden Risks - Polish Studies in Economics 4 (Paperback)
  • Volatility as an Asset Class: Obvious Benefits and Hidden Risks - Polish Studies in Economics 4 (Paperback)
zoom

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

(author), (author), (author)
£35.95
Paperback 178 Pages / Published: 30/04/2015
  • We can order this

Usually dispatched within 2 weeks

  • This item has been added to your basket
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.

Publisher: Peter Lang AG
ISBN: 9783631655764
Number of pages: 178
Weight: 240 g
Dimensions: 210 x 148 x 13 mm
Edition: New edition

You may also be interested in...

A Brief History of Neoliberalism
Added to basket
The Wealth of Nations
Added to basket
The Worldly Philosophers
Added to basket
How Much is Enough?
Added to basket
Why Read Marx Today?
Added to basket
The Theory of Moral Sentiments
Added to basket
The Essence of Adam Smith
Added to basket
Small Is Beautiful
Added to basket
Capital
Added to basket
£3.99
Paperback
The Wealth of Nations
Added to basket
The Essential Keynes
Added to basket
The Logic Of Life
Added to basket
£8.99
Paperback
Capitalism and Freedom
Added to basket

Please sign in to write a review

Your review has been submitted successfully.