National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Investing of hedge funds using price volatility of investment instruments
Přibáň, Filip ; Brada, Jaroslav (advisor) ; Kováč, Michal (referee)
Volatility of value of assets and revenues is one of the most important factors, which influence current financial markets. Its increase in recent decades is a big risk for financial markets and real economy. But volatility is not just a thread, it is also an opportunity to make profits. It makes sense, that financial instruments that make profits from increase or decrease of volatility on financial markets are very popular nowadays. Because of this in last years investment banks issued a lot of derivatives that make profits from significant changes of value of assets and revenues. Hedge funds want to make profits from volatility as well so they offer their clients funds with sofisticated strategies and different investment attitudes. These strategies and economical models that analyze volatility are very important for us to understand how this phenomenon works. This is not crucial only for traders or portfolio managers, but for macroeconomists as well. Significant movements on currency, stock or bond markets can influence real economy rapidly.

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