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BuchKartoniert, Paperback
180 Seiten
Englisch
Peter Langerschienen am30.04.2015
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.mehr

Produkt

KlappentextVolatility 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.
Details
ISBN/GTIN978-3-631-65576-4
ProduktartBuch
EinbandartKartoniert, Paperback
Erscheinungsjahr2015
Erscheinungsdatum30.04.2015
ReihePolish Studies in Economics
Reihen-Nr.4
Seiten180 Seiten
SpracheEnglisch
Gewicht240 g
Artikel-Nr.34477167
Rubriken
GenreWirtschaft

Inhalt/Kritik

Inhaltsverzeichnis
Contents: Volatility and its estimation - Overview of volatility derivatives - Volatility derivatives in investment strategies and portfolio optimization - Predictive properties and modelling of volatility term structure - Volatility risk premium - Modern asset allocation.mehr

Autor

Juliusz Jablecki is assistant professor at the University of Warsaw and economic expert at the Polish central bank.
Ryszard Kokoszczynski 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 Slepaczuk 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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