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Bennett C. Trading Volatility, Correlation, Term Structure and Skew

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Bennett C. Trading Volatility, Correlation, Term Structure and Skew
Copyright 2014 Colin Bennett. — 317 p. — ISBN13: 978-1499206074
While there are many different aspects to volatility trading, not all of them are suitable for all
investors. In order to allow easy navigation, the sections are combined into seven chapters
that are likely to appeal to different parts of the equity derivatives client base. The earlier
chapters are most suited to equity investors, while later chapters are aimed at hedge funds
and proprietary trading desks. The Appendix contains reference material and mathematical
detail that has been removed from earlier chapters to enhance readability.
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