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Volatility as an Asset Class: Obvious Benefits and Hidden Risks

Volatility as an Asset Class: Obvious Benefits and Hidden Risks

Paperback

Series: Polish Studies in Economics, Book 4

EconomicsPersonal Finance

ISBN10: 3631655762
ISBN13: 9783631655764
Publisher: Peter Lang
Published: Apr 30 2015
Pages: 180
Weight: 0.55
Height: 0.50 Width: 5.80 Depth: 8.20
Language: English
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.

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