Volatility as an Asset Class
| Author | : Ryszard Kokoszczynski |
| Publisher | : Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften |
| Total Pages | : 0 |
| Release | : 2015 |
| ISBN-10 | : 3631655762 |
| ISBN-13 | : 9783631655764 |
| Rating | : 4/5 (764 Downloads) |
Book Synopsis Volatility as an Asset Class by : Ryszard Kokoszczynski
Download or read book Volatility as an Asset Class written by Ryszard Kokoszczynski and published by Peter Lang Gmbh, Internationaler Verlag Der Wissenschaften. This book was released on 2015 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.