Url : https://www.edhec.edu/fr/publications/risks-volatility-etns-recent-incident-and-underlying-issues

Contents :
Introduction

1. A Review of the Main Investable Products Linked to Volatility: Futures and ETNs
2. A Recent Incident: The Crisis with TVIX
3. Some Explanations of the TVIX Incident
4. Other Issues with Volatility Products
5. Conclusion

References

Language : English

Material : Paper ; Electronic

Owner : Bibliothèque