Volatility as an Asset Class: Obvious Benefits and Hidden Risks

Bys: Jablecki, Juliusz and Kokoszczyński, Ryszard

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: Paperback
• Language: English
• ISBN: 3631655762
• ISBN13: 9783631655764
• Release Date: April 2015
• Publisher: Peter Lang Gmbh, Internationaler Verlag Der W
• Length: 180 Pages
• Weight: 0.55 lbs.
• Dimensions: 0.5" x 5.8" x 8.2"