Volatility in the Capital Markets: State-of-the-Art Techniques for Modeling, Managing, and Trading Volatility
- List Price: $135.00
- Binding: Hardcover
- Publisher: Fitzroy Dearborn Publishers
- Publish date: 12/01/1998
Description:
Traders, researchers, risk managers, and anyone involved in the derivatives markets will find a wealth of insight about volatility in this book. Topics include: understanding the dynamics of volatility; measuring and forecasting volatility; volatility and options pricing; innovative methods for managing volatility; volatility indexes; futures and options volatility; and techniques for trading volatility.
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