Volatility as an Asset Class : Obvious Benefits and Hidden Risks
New
Book Details
Format
Paperback / Softback
Book Series
Polish Studies in Economics
ISBN-10
3631655762
ISBN-13
9783631655764
Edition
New
Publisher
Peter Lang AG
Imprint
Peter Lang AG
Country of Manufacture
DE
Country of Publication
GB
Publication Date
Apr 30th, 2015
Print length
180 Pages
Weight
250 grams
Dimensions
21.10 x 14.90 x 1.10 cms
Product Classification:
Economic theory & philosophy
Ksh 8,350.00
Manufactured on Demand
Delivery in 29 days
Delivery Location
Delivery fee: Select location
Delivery in 29 days
Secure
Quality
Fast
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.
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.
Get Volatility as an Asset Class by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Peter Lang AG and it has pages.
