Volatility in the Capital Markets

No subject is more critical to financial professionals than volatility. Traders, researchers, risk managers, and anyone involved in the derivatives markets will find a wealth of insights and practical applications in this breakthrough book. Specific topics include: Practical Issues Concerning Volatility and Its Measurements, Past and Predicted Option Pricing and Volatility Simple Formulas to Compute Accurate Implied Volatilities Volatility of What? Delta Hedging with Uncertain Volatility The Effects of Double-Barrier Options on Foreign Exchange Markets The Relationship Between Cap Volatilities and Swaption Volatilities Volatility and Calibration in Interest Rate Models Integrated Volatility-Based Risk Management Software: Exotic Options Portfolio Manager
ASIN: 1888998059
VSKU: RDV.1888998059.VG
Condition: Very Good
Author/Artist:Nelken, Israel
Binding: Hardcover
Note: Any images shown are stock photographs and product may differ from what is shown.
Condition Notes: This book is in excellent condition. There may be minimal writing on the inside cover or cover page. Cover image on the book may vary from photo. Ships out quickly in a secure plastic mailer.