Determinants of Implied Volatility Movements in Equity Options

By: Angelo, Christopher

This book introduces the idea of volatility as an asset class. Implied Volatility for individual U.S. Stocks are examined extensively. The first chapter defines the notion of implied volatility... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639338340
• ISBN13: 9783639338348
• Release Date: March 2011
• Publisher: VDM Verlag
• Length: 60 Pages
• Weight: 0.22 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"