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Volatility as an Asset Class: Obvious Benefits and Hidden Risks

by Ryszard Kokoszczynski , Juliusz Jablecki , Ryszard Kokoszczyński
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₹6,670.00
Original price ₹6,670.00
Original price ₹6,670.00
₹6,670.00
Current price ₹6,670.00

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Book cover type: Paperback
  • ISBN13: 9783631655764
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Peter Lang Gmbh, Internationaler Verlag Der W
  • Publisher Imprint: Peter Lang Gmbh, Internationaler Verlag Der W
  • Publication Date:
  • Pages: 180
  • Original Price: USD 67.0
  • Language: English
  • Edition: New ed
  • Item Weight: 250 grams
  • BISAC Subject(s): Personal Finance / General

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.

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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