‧作者：Israel Nelken
‧出版社：Risk Publications
‧出版年：September 28, 2007
‧ISBN：978-1904339717
‧索書號：HG4636 / N422 2007
‧登錄號：E003201
【內容簡介】
With the many changes that have occurred in the field of volatility in the capital markets, exchanges across the world are planning to introduce volatility trading. Volatility as an asset class brings together the best techniques from both academics and practitioners. 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 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.
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