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Volatility As an Asset Class: Obvious Benefits and Hidden Risks.

9783631655764

Volatility As an Asset Class: Obvious Benefits and Hidden Risks

Juliusz Jablecki, Ryszard Kokoszczynski, Pawel Sakowski, Robert Slepaczuk, and Piotr Wojcik

PL Academic Research

2015

178 pages

$54.95

Polish Studies in Economics; Volume 4

HG6024

A work of technical economics that present practical aspects of volatility as an asset class. Chapter One begins with an overview of methods of measuring and modeling volatility, including forecasting. Chapter Two explains the nature of volatility exposure and presents derivative instruments that can be used to obtain exposure to volatility. Chapter Three goes over results of a simple hedge strategy that depends on adjusting option positions. Chapters Four and Five show ways investors can get exposure to volatility and how it can improve portfolio performance. Chapter six discusses volatility term structure (VTS) as a way to analyze volatility information for predictive purposes.

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Article Type:Brief article
Date:Aug 1, 2015
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