Volatility as an Asset Class: A Guide to Buying, Selling and Trading Third Generation Volatility Products

0 valoración promedio
( 0 valoraciones por Goodreads )
 
9781904339717: Volatility as an Asset Class: A Guide to Buying, Selling and Trading Third Generation Volatility Products
Ver todas las copias de esta edición ISBN.
 
 
Reseña del editor:

The most notable change is the opportunity to trade volatility, there are now volatility, corridor and covariance swaps as well as gamma and correlation trades available. The market for these contracts is expected to grow exponentially over the next few years. In fact it is quite possible that they will grow almost as quickly as the credit derivatives market and as a result this market desperately needs this comprehensive reference.Written from the practitioner's perspective, but with important academic contributions, this book is wholly devoted to the trading of volatility as an asset class. This new guide covers: trading of volatility and related issues (eg, measurement, forecasting, modelling and hedging); 3rd generation volatility products including volatility, variance, gamma and correlation swaps; unique aspects of these non-physical contracts; a review of the market; trade ideas; the connection between stock, volatility and credit; and, how the models are calibrated to the market. This book is recommended reading for hedge fund managers, risk managers, traders, front-, middle- and back-office personnel and software designers or anyone looking to take advantage of this growth market.

Biografía del autor:

Izzy is president of Super Computer Consulting, Inc. in Northbrook, Illinois. Super Computer Consulting Inc. specializes in complex derivatives, structured products, risk management and hedge funds. Izzy holds a Ph.D. in Computer Science from Rutgers University and was on the faculty at the University of Toronto. Izzy's firm has many consulting clients including several regulatory bodies, major broker-dealers, large and medium sized banks as well as hedge funds. Izzy is a lecturer at the prestigious mathematics department at the University of Chicago. He teaches numerous courses and seminars around the world on a variety of topics. Izzy's seminars are known for being non mathematical. Instead they combine cutting edge analytics with real world applications and intuitive examples. Izzy is a member of the Chicago Board Options Exchange New Products Committee.

"Sobre este título" puede pertenecer a otra edición de este libro.

Otras ediciones populares con el mismo título

9781906348366: Volatility as an Asset Class

Edición Destacada

ISBN 10:  1906348367 ISBN 13:  9781906348366
Editorial: Risk Books, 2007
Tapa blanda

Los mejores resultados en AbeBooks

1.

Israel Nelken
Publicado por Risk Publications (2007)
ISBN 10: 1904339719 ISBN 13: 9781904339717
Nuevo Tapa dura Cantidad disponible: 2
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Risk Publications, 2007. Hardcover. Condición: New. Never used!. Nº de ref. del artículo: P111904339719

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 120,05
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Israel Nelken
Publicado por Risk Publications (2007)
ISBN 10: 1904339719 ISBN 13: 9781904339717
Nuevo Tapa dura Cantidad disponible: 1
Librería
Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
Valoración
[?]

Descripción Risk Publications, 2007. Hardcover. Condición: New. Nº de ref. del artículo: DADAX1904339719

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 176,62
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,41
A Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Israel Nelken
Publicado por Risk Publications (2007)
ISBN 10: 1904339719 ISBN 13: 9781904339717
Nuevo Tapa dura Cantidad disponible: 1
Librería
Irish Booksellers
(Portland, ME, Estados Unidos de America)
Valoración
[?]

Descripción Risk Publications, 2007. Condición: New. book. Nº de ref. del artículo: M1904339719

Más información sobre este vendedor | Contactar al vendedor

Comprar nuevo
EUR 234,77
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío