Instrumenty finansowe i strategie inwestycyjne oparte na zmienności – autorskie strategie i produkty finansowe neutralne rynkowo

The paper presents a comprehensive introduction to volatility trading, from explaining the definition of volatility, through simple strategies for getting exposure to volatility, to advanced ETN products constructed from derivatives on the VIX index. The theoretical part discusses the idea of volati...

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Bibliographic Details
Main Authors: Iwona Sroka, Kamil Seliga
Format: Article
Language:English
Published: University of Warsaw 2021-01-01
Series:Studia i Materiały
Subjects:
Online Access:https://press.wz.uw.edu.pl/sim/vol2021/iss1/14/
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