LIBROS DEL AUTOR: trischitta claudio

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  • The volatility derivative market
    Mustarelli Giacomo Maria / Trischitta Claudio
    In the aftermath of the Financial crisis the volatility market started to have an important role in the financial panorama. Indeed, hedge fund and Investment banks decided to create desks to deal with this issue. The aim of this book is to analyse the different ways to compute the volatility by highlighting the limits of classic strategies (straddle, strangle, strip, strap...) ...
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    80,19 €