Volatility as an asset class : obvious benefits and hidden risks

Volatility as an asset class obvious benefits and hidden risks

IntroductionVolatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment strategies -- Predictive properties of the volatility term structu...

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Bibliographische Detailangaben
1. Verfasser: Jabłecki, Juliusz (VerfasserIn)
Weitere Verfasser: Kokoszczyński, Ryszard (VerfasserIn), Sakowski, Paweł (VerfasserIn), ´Slepaczuk, Robert (VerfasserIn), Wójcik, Piotr (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: Frankfurt am Main u.a. PL Academic Research 2015
Ausgabe:1. ed.
Schriftenreihe:Polish studies in economics 4
Schlagworte:
Volatilität > Derivat > Optionspreistheorie > Hedging > Portfolio-Management > Zinsstruktur > Indexderivat > Theorie > Schätzung > Welt > Derivative securities > Options (Finance) > Portfolio management > Portfolio Selection
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Beschreibung
Zusammenfassung:IntroductionVolatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment strategies -- Predictive properties of the volatility term structure -- Conclusions -- List of gures -- List of tables -- Bibliography.
Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment strategies -- Predictive properties of the volatility term structure -- Conclusions -- List of gures -- List of tables -- Bibliography
Beschreibung:Includes bibliographical references
Beschreibung:178 Seiten
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ISBN:9783631655764
978-3-631-65576-4