Volatility as an asset class: a guide to buying, selling and trading third-generation volatility products
Gespeichert in:
| Weitere Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Riskbooks
2007
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XVII, 310 S. graph. Darst. |
| ISBN: | 9781904339717 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV035607695 | ||
| 003 | DE-604 | ||
| 005 | 20090811 | ||
| 007 | t | ||
| 008 | 090708s2007 d||| |||| 00||| eng d | ||
| 020 | |a 9781904339717 |9 978-1-904-33971-7 | ||
| 035 | |a (OCoLC)416212174 | ||
| 035 | |a (DE-599)HBZHT015476076 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-473 | ||
| 082 | 0 | |a 332.645 |2 22 | |
| 084 | |a QK 600 |0 (DE-625)141666: |2 rvk | ||
| 245 | 1 | 0 | |a Volatility as an asset class |b a guide to buying, selling and trading third-generation volatility products |c ed. by Israel Nelken |
| 264 | 1 | |a London |b Riskbooks |c 2007 | |
| 300 | |a XVII, 310 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Capital market | |
| 650 | 4 | |a Capital market |x Mathematical models | |
| 650 | 4 | |a Chaotic behavior in systems | |
| 650 | 4 | |a Derivative securities | |
| 650 | 4 | |a Derivative securities |x Mathematical models | |
| 650 | 4 | |a Speculation | |
| 653 | |a Produkt | ||
| 653 | |a Volatilität | ||
| 653 | |a Ratgeber | ||
| 700 | 1 | |a Nelken, Israel |4 edt | |
| 856 | 4 | 2 | |m Digitalisierung UB Bamberg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017662882&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-017662882 | ||
Datensatz im Suchindex
| _version_ | 1804139277648396288 |
|---|---|
| adam_text | Contents
About the Editor
vii
About the Authors
ix
Introduction
xv
Israel
Nelken
Super Computer Consulting, Inc.
PART I: NOVEL USES OF VOLATILITY, IN A TRADITIONAL
FRAMEWORK
1
Building Implied Volatility Surfaces from the Available
Market Quotes: A Unified Approach
3
Antonio
Castagna; Fabio Mercurio
Banca Profilo; Banca IMI
2
Shedding Light on
Alternative Beta: A
Volatility and Fixed
Income Asset Class Comparison
61
David E. Kuenzi
Glenwood Capital Investments, LLC
3
Trend Following as a Long Volatility Strategy
83
Patrick Kremer; Hari P. Krishnan; Marc Malek
Conquest Capital Group LLC; Heptagon Capital;
Conquest Capital Group LLC
4
Basket Volatility and Correlation
95
Matthias R. Fengler,
Kay F. Pilz,
Peter Schwendner
Sal.
Oppenheim
5
Rethinking Volatility in the Era of Markov Processes,
Fractal Geometry and Guided Random Walks
133
Peter
Krause
Krause
Financial Systems
PART II: THE VIX
6
Construction and Interpretation of Model-free Implied
Volatility
141
Torben
G.
Andersen;
Oleg
Bondarenko
Kellogg School of Management, Northwestern University,
IL;
University of Illinois at Chicago,
IL
CONTENTS
PART III: NEW PRODUCTS RELATED TO TRADING VOLATILITY
7
Second-Generation Volatility Products
185
Nicolas Mougeot
Deutsche Bank
8
Exchange-traded Volatility:
СВОЕ
and CFE VIX and
Variance Derivatives
233
John Hiatt, Catherine Shalen
СВОЕ
9
Investment Strategies Using the Volatility Index
(case study of the Korean market)
251
Chul
Min Kim
Hyundai Securities
10
Risk Premium, Pricing and Hedging for Variance Swaps
259
Srdjan D. Stojanovic
University of Cincinnati
11
Corridor Variance Swaps
287
Peter Can; Keith Lewis
Bloomberg/NYU; KALX, LLC
Index
307
vi
|
| any_adam_object | 1 |
| author2 | Nelken, Israel |
| author2_role | edt |
| author2_variant | i n in |
| author_facet | Nelken, Israel |
| building | Verbundindex |
| bvnumber | BV035607695 |
| classification_rvk | QK 600 |
| ctrlnum | (OCoLC)416212174 (DE-599)HBZHT015476076 |
| dewey-full | 332.645 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.645 |
| dewey-search | 332.645 |
| dewey-sort | 3332.645 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01466nam a2200409 c 4500</leader><controlfield tag="001">BV035607695</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090811 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">090708s2007 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781904339717</subfield><subfield code="9">978-1-904-33971-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)416212174</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)HBZHT015476076</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.645</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 600</subfield><subfield code="0">(DE-625)141666:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Volatility as an asset class</subfield><subfield code="b">a guide to buying, selling and trading third-generation volatility products</subfield><subfield code="c">ed. by Israel Nelken</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">London</subfield><subfield code="b">Riskbooks</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XVII, 310 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital market</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Chaotic behavior in systems</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Speculation</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Produkt</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Volatilität</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Ratgeber</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Nelken, Israel</subfield><subfield code="4">edt</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Bamberg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017662882&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-017662882</subfield></datafield></record></collection> |
| id | DE-604.BV035607695 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:41:32Z |
| institution | BVB |
| isbn | 9781904339717 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017662882 |
| oclc_num | 416212174 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG |
| owner_facet | DE-473 DE-BY-UBG |
| physical | XVII, 310 S. graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Riskbooks |
| record_format | marc |
| spelling | Volatility as an asset class a guide to buying, selling and trading third-generation volatility products ed. by Israel Nelken London Riskbooks 2007 XVII, 310 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Mathematisches Modell Capital market Capital market Mathematical models Chaotic behavior in systems Derivative securities Derivative securities Mathematical models Speculation Produkt Volatilität Ratgeber Nelken, Israel edt Digitalisierung UB Bamberg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017662882&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Volatility as an asset class a guide to buying, selling and trading third-generation volatility products Mathematisches Modell Capital market Capital market Mathematical models Chaotic behavior in systems Derivative securities Derivative securities Mathematical models Speculation |
| title | Volatility as an asset class a guide to buying, selling and trading third-generation volatility products |
| title_auth | Volatility as an asset class a guide to buying, selling and trading third-generation volatility products |
| title_exact_search | Volatility as an asset class a guide to buying, selling and trading third-generation volatility products |
| title_full | Volatility as an asset class a guide to buying, selling and trading third-generation volatility products ed. by Israel Nelken |
| title_fullStr | Volatility as an asset class a guide to buying, selling and trading third-generation volatility products ed. by Israel Nelken |
| title_full_unstemmed | Volatility as an asset class a guide to buying, selling and trading third-generation volatility products ed. by Israel Nelken |
| title_short | Volatility as an asset class |
| title_sort | volatility as an asset class a guide to buying selling and trading third generation volatility products |
| title_sub | a guide to buying, selling and trading third-generation volatility products |
| topic | Mathematisches Modell Capital market Capital market Mathematical models Chaotic behavior in systems Derivative securities Derivative securities Mathematical models Speculation |
| topic_facet | Mathematisches Modell Capital market Capital market Mathematical models Chaotic behavior in systems Derivative securities Derivative securities Mathematical models Speculation |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017662882&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT nelkenisrael volatilityasanassetclassaguidetobuyingsellingandtradingthirdgenerationvolatilityproducts |