Volatility as an asset class
Subtitle: obvious benefits and hidden risks
By: Juliusz Jablecki, Ryszard Kokoszczyński, Pawel Sakowski, Robert Ślepaczuk, Piotr Wójcik
Series: Polish studies in economics -- Volume 5
Publisher: Lang
Published: 2015
Place of publication: New York
Language: eng
Number of pages: 178
ISBN-13: 9783631655764
Subjects: Options (Finance); Portfolio management; Derivative securities
Notes: Includes bibliographical references (pages 169-178).
Table of contents: title: Introduction; title: Volatility and its estimation; title: Overview of volatility derivatives; title: Options delta hedging with no options at all; title: Volatility derivatives in portfolio optimization; title: Benefits of using volatility futures in investment strategies; title: Predictive properties of the volatility term structure; title: Conclusions; title: List of gures; title: List of tables; title: Bibliography.