Volatility - Getting a grip on volatility - Some volatility products aimed at investors have performed poorly so far this year — More so than the movement in volatility indexes would imply. The cost of rolling into new index futures contracts has been blamed for the losses. Can dealers adapt their products to deal with this?
Year of publication: |
2011
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Authors: | Madigan, Peter |
Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 24.2011, 5, p. 41-44
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