Introduction -- Volatility -- Realized Volatility -- Valuation -- Risk & Monetary Impact -- Hedging -- How Far the Risk …This textbook provides a first-hand account of impact of volatility on valuations. It focuses on valuation of the … investment with fair, practical and insightful explanations. Volatility in markets can form the foundation of fair value. A …

S&P 500 Index option-based volatility indexes have untenable risk-return profiles. These volatility indexes are not … designed with consideration of important real-world risk characteristics of options and fail to represent volatility as a … cardinal characteristics of options on S&P 500 Index, central to designing viable volatility investment strategies, are …

against price volatility can generate price volatility in equilibrium, even absent fundamental risk. Fearing that asset prices …

but also of dynamic correlations, is the concept of a regularized return, obtained from a volatility proxy in conjunction …