Volatility in the Capital Markets: State Of-The-Art Techniques for Modeling, Managing and Trading Volatility (Hardcover)

~ Israel Nelken (Author)

Editorial Reviews

Product Description

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

From the Publisher

Dr. Israel Nelken is founder of Super Computing Consulting Corporation. Previously he served on the faculty of the Department of Computer Science at the University of Toronto. He has published numerous articles and is a frequent lecturer on topics such as credit derivatives, exotic options, and equity swaps. Dr. Nelken received his B.Sc. in mathematics and computer science from Tel Aviv University and his Ph.D. in computer science from Rutgers.

Product Details

• Hardcover: 300 pages
• Publisher: Eric Dobby Publishing; illustrated edition edition (March 1997)
• Language: English
• ISBN-10: 1888998059
• ISBN-13: 978-1888998054
• Product Dimensions: 9.4 x 6.1 x 0.8 inches
• Shipping Weight: 1.2 pounds
• Average Customer Review: 3.0 out of 5 stars  See all reviews (2 customer reviews)
• Amazon.com Sales Rank: #2,168,838 in Books (See Bestsellers in Books)

Customer Reviews

Most Helpful Customer Reviews

4 of 5 people found the following review helpful:

1.0 out of 5 stars Note: editor, January 25, 2004

By A Customer

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.

5.0 out of 5 stars Volatility in the Capital Markets: State Of-The-Art Techniques for Modeling, Managing and Trading Volatility, May 29, 2009

By	Wilton Duncan "Literary Scourer" (New York, USA) - See all my reviews (REAL NAME)

In my more than cursory reading of "Volatility in the Capital Markets: State Of-The-Art Techniques for Modeling, Managing and Trading Volatility," it may be reliably said that this book treats of the concepts and constructs of volatility in thorough discoursing. The illustrations are very bolstering to the worded disccourse. I sourced many of the ideas I need for my literary-work-in-process on economics. Comparably speaking, this book in question is the premier tome on volatility. It is a good read for the uninitiated and the initiated alike.

Professor Wilton Duncan