| 书目名称 | Valuation and Volatility | | 副标题 | Stakeholder‘s Perspe | | 编辑 | Dinabandhu Bag | | 视频video | | | 概述 | Provides a description of time-varying nature of volatility, drilling down to its root.Gives instructive chapter-by-chapter formulations, insights, and applications to business scenarios or situation. | | 图书封面 |  | | 描述 | 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 marginal change in volatility has a significant impact on the effective cost of borrowing (capital). Portfolio managers, fund managers and corporates continue to watch as prices plunge due to volatility and can impose future restrictions on their skillful maneuver. The book highlights the approaches, design of tests, comparison and matching or making of models. It delves into techniques for measuring the contours and boundaries of risk and translating the losses to end impact. It explains the post facto and post period nuances to recover from money loss. The book further elaborates combining positions and hedging, to evaluate and choose to conduct tests of effectiveness. It provides guidance on benchmarks of portfolios, tax implications and carrying forward benefits of losses. The text includes examples and business use cases that build on analysis, common tools and highlights the end use of volatility for stakeholders. | | 出版日期 | Textbook 2022 | | 关键词 | Advanced Models; Modelling Volatility; Volatility of Futures; Volatility Constructing Models; Empirical | | 版次 | 1 | | doi | https://doi.org/10.1007/978-981-16-1135-3 | | isbn_softcover | 978-981-16-1137-7 | | isbn_ebook | 978-981-16-1135-3 | | copyright | Springer Nature Singapore Pte Ltd. 2022 |
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发表于 2025-3-21 17:31:10
