Language: English
Published by Peter Lang GmbH, Europaischer Verlag der Wissenschaften, 2015
ISBN 10: 3631655762 ISBN 13: 9783631655764
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. pp. 178.
Language: English
Published by Peter Lang GmbH, Europaischer Verlag der Wissenschaften, 2015
ISBN 10: 3631655762 ISBN 13: 9783631655764
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. pp. 178.
Language: English
Published by Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015
ISBN 10: 3631655762 ISBN 13: 9783631655764
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Language: English
Published by Peter Lang GmbH, Europaischer Verlag der Wissenschaften, 2015
ISBN 10: 3631655762 ISBN 13: 9783631655764
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. pp. 178.
Language: English
Published by Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015
ISBN 10: 3631655762 ISBN 13: 9783631655764
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Language: English
Published by Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015
ISBN 10: 3631655762 ISBN 13: 9783631655764
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Paperback. Condition: New. Volatility derivatives are an important group of financial instruments and their list is much longer than volatility index futures and options. This book reviews methods used for measurement, estimation and forecasting volatility and presents major classes of volatility derivatives and their possible applications in investment strategies and portfolio optimization. Since volatility is not constant, its term structure and the phenomenon of the volatility risk premium are discussed in view of the permanently instable relation between realized and implied volatility. The study proposes a method to use this information in the process of forecasting future values of volatility.
Language: English
Published by Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015
ISBN 10: 3631655762 ISBN 13: 9783631655764
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 46.30
Quantity: Over 20 available
Add to basketCondition: New. In.
Language: English
Published by Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015
ISBN 10: 3631655762 ISBN 13: 9783631655764
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New.
Language: English
Published by Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015
ISBN 10: 3631655762 ISBN 13: 9783631655764
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: As New. Unread book in perfect condition.
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2013
ISBN 10: 3844356932 ISBN 13: 9783844356939
Seller: Books Puddle, New York, NY, U.S.A.
Condition: New. pp. 60.
Paperback. Condition: New. Volatility derivatives are an important group of financial instruments and their list is much longer than volatility index futures and options. This book reviews methods used for measurement, estimation and forecasting volatility and presents major classes of volatility derivatives and their possible applications in investment strategies and portfolio optimization. Since volatility is not constant, its term structure and the phenomenon of the volatility risk premium are discussed in view of the permanently instable relation between realized and implied volatility. The study proposes a method to use this information in the process of forecasting future values of volatility.
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2013
ISBN 10: 3844356932 ISBN 13: 9783844356939
Seller: Majestic Books, Hounslow, United Kingdom
Condition: New. Print on Demand pp. 60 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.
Language: English
Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2013
ISBN 10: 3844356932 ISBN 13: 9783844356939
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. PRINT ON DEMAND pp. 60.
Language: English
Published by LAP LAMBERT Academic Publishing, 2013
ISBN 10: 3844356932 ISBN 13: 9783844356939
Seller: moluna, Greven, Germany
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Slepaczuk RobertRobert Slepaczuk, PhD. Assistant professor atUniversity of Warsaw. Head of Quantitative Finance program and QFRG. Quantitative fund manager at Union Investment TFI S.A.Grzegorz Zakrzews.
Seller: moluna, Greven, Germany
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 p.