Volatility as an Asset Class

Language: English

Published by Peter Lang Ltd. International Academic Publishers Apr 2015, 2015

3631655762 / 9783631655764

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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This item is printed on demand - it takes 3-4 days longer - Neuware -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. 180 pp. Englisch.

Seller Inventory # 9783631655764

Title
Volatility as an Asset Class
Author
Juliusz Jablecki
Publisher
Peter Lang Ltd. International Academic Publishers Apr 2015
Publication year
2015
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3631655762
ISBN 13
9783631655764
Item weight
240 grams
Dimensions
213x156x11 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First itemUS$ 26.56US$ 26.56
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BuchWeltWeit Ludwig Meier e.K.

Germany