skip to content
Volatility as an asset class : obvious benefits and hidden risks Preview this item
ClosePreview this item
Checking...

Volatility as an asset class : obvious benefits and hidden risks

Author: Juliusz Jablecki
Publisher: New York : Lang, 2015.
Series: Polish studies in economics.
Edition/Format:   eBook : Document : English : 1 editionView all editions and formats
Summary:
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  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

 

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Jablecki, Juliusz, 1984-
Volatility as an asset class.
(DLC) 2015003279
(OCoLC)902803255
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Juliusz Jablecki
ISBN: 9783653047875 3653047870
OCLC Number: 908685997
Description: 1 online resource.
Contents: 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.
Series Title: Polish studies in economics.
Responsibility: Juliusz Jablecki, Ryszard Kokoszczynski, Pawel Sakowski, Robert Sleparczuk, Wójcik Piotr.

Abstract:

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  Read more...

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/908685997> # Volatility as an asset class : obvious benefits and hidden risks
    a schema:MediaObject, schema:Book, schema:CreativeWork ;
    library:oclcnum "908685997" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/2520138187#Topic/derivative_securities> ; # Derivative securities
    schema:about <http://experiment.worldcat.org/entity/work/data/2520138187#Topic/options_finance> ; # Options (Finance)
    schema:about <http://experiment.worldcat.org/entity/work/data/2520138187#Topic/portfolio_management> ; # Portfolio management
    schema:about <http://experiment.worldcat.org/entity/work/data/2520138187#Topic/business_&_economics_finance> ; # BUSINESS & ECONOMICS--Finance
    schema:about <http://dewey.info/class/332.6457/e23/> ;
    schema:bookEdition "1 edition." ;
    schema:bookFormat schema:EBook ;
    schema:creator <http://experiment.worldcat.org/entity/work/data/2520138187#Person/jablecki_juliusz_1984> ; # Juliusz Jablecki
    schema:datePublished "2015" ;
    schema:description "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 t."@en ;
    schema:description "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."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/2520138187> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/2520138187#Series/polish_studies_in_economics> ; # Polish studies in economics.
    schema:isSimilarTo <http://www.worldcat.org/oclc/902803255> ;
    schema:name "Volatility as an asset class : obvious benefits and hidden risks"@en ;
    schema:productID "908685997" ;
    schema:url <http://ebookcentral.proquest.com/lib/warw/detail.action?docID=2048949> ;
    schema:url <http://www.myilibrary.com?id=783189> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=990571> ;
    schema:url <http://ebookcentral.proquest.com/lib/columbia/detail.action?docID=2048949> ;
    schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=2048949> ;
    schema:url <http://site.ebrary.com/id/11054414> ;
    schema:url <http://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=2048949> ;
    schema:workExample <http://worldcat.org/isbn/9783653047875> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/908685997> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/2520138187#Person/jablecki_juliusz_1984> # Juliusz Jablecki
    a schema:Person ;
    schema:birthDate "1984" ;
    schema:familyName "Jablecki" ;
    schema:givenName "Juliusz" ;
    schema:name "Juliusz Jablecki" ;
    .

<http://experiment.worldcat.org/entity/work/data/2520138187#Series/polish_studies_in_economics> # Polish studies in economics.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/908685997> ; # Volatility as an asset class : obvious benefits and hidden risks
    schema:name "Polish studies in economics." ;
    schema:name "Polish Studies in Economics ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/2520138187#Topic/business_&_economics_finance> # BUSINESS & ECONOMICS--Finance
    a schema:Intangible ;
    schema:name "BUSINESS & ECONOMICS--Finance"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/2520138187#Topic/derivative_securities> # Derivative securities
    a schema:Intangible ;
    schema:name "Derivative securities"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/2520138187#Topic/options_finance> # Options (Finance)
    a schema:Intangible ;
    schema:name "Options (Finance)"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/2520138187#Topic/portfolio_management> # Portfolio management
    a schema:Intangible ;
    schema:name "Portfolio management"@en ;
    .

<http://worldcat.org/isbn/9783653047875>
    a schema:ProductModel ;
    schema:isbn "3653047870" ;
    schema:isbn "9783653047875" ;
    .

<http://www.worldcat.org/oclc/902803255>
    a schema:CreativeWork ;
    rdfs:label "Volatility as an asset class." ;
    schema:description "Print version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/908685997> ; # Volatility as an asset class : obvious benefits and hidden risks
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.