Volatility as an Asset Class: Obvious Benefits and Hidden Risks by Kokoszczynski, Ryszard

Volatility as an Asset Class: Obvious Benefits and Hidden Risks (Paperback) (ISBN-13: 9783631655764)

Vendor: Ryszard Kokoszczynski
Product type: Books
Format: Paperback
$67.00
$67.00
$67.00
Subtotal: $67.00
Volatility as an Asset Class: Obvious Benefits and Hidden Risks by Kokoszczynski, Ryszard

Volatility as an Asset Class: Obvious Benefits and Hidden Risks

$67.00
Volatility as an Asset Class: Obvious Benefits and Hidden Risks by Kokoszczynski, Ryszard

Volatility as an Asset Class: Obvious Benefits and Hidden Risks

$67.00
Format: Paperback
Description
Description
x
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.

Author: Ryszard Kokoszczynski,Juliusz Jablecki,Ryszard Kokoszczyński
ISBN-10: 3631655762
ISBN-13: 9783631655764
Publisher: Peter Lang Gmbh, Internationaler Verlag Der W
Language: English
Published: 04/30/2015
Pages: 180
Format: Paperback
Weight: 0.55lbs
Size: 8.20h x 5.80w x 0.50d
By Ryszard Kokoszczynski
By Ryszard Kokoszczynski
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Juliusz Jablecki is assistant professor at the University of Warsaw and economic expert at the Polish central bank.
Ryszard Kokoszczyński is Professor of Economics at the University of Warsaw and Head of Research at the Polish central bank.
Pawel Sakowski is assistant professor at the University of Warsaw.
Robert Ślepaczuk is quantitative fund manager at a private investment company and assistant professor at the University of Warsaw.
Piotr Wójcik is assistant professor at the University of Warsaw.

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