Average Reviews:
(More customer reviews)Nelken is the editor of this book, for which read, he has collated the material. There is not a coherent developing thread, it is just a mis-mash of articles about volatility. At least two of the chapters have results that are demonstrably incorrect.
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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
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