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Volatility as an Asset Class: Obvious Benefits and Hidden Risks - Polish Studies in Economics Juliusz Jablecki New edition
Volatility as an Asset Class: Obvious Benefits and Hidden Risks - Polish Studies in Economics
Juliusz Jablecki
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.
178 pages
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2015. gada 30. aprīlis |
| ISBN13 | 9783631655764 |
| Izdevēji | Peter Lang AG |
| Lapas | 180 |
| Izmēri | 149 × 211 × 11 mm · 250 g |
| Valoda | Vācu |