Samhälle & debatt
Pocket
Volatility as an Asset Class
Juliusz Jablecki • Ryszard Kokoszczynski • Pawel Sakowski • Robert Slepaczuk • Piotr Wojcik
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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.
- Format: Pocket/Paperback
- ISBN: 9783631655764
- Språk: Engelska
- Antal sidor: 180
- Utgivningsdatum: 2015-04-30
- Förlag: Peter Lang AG