Sunday, June 19, 2005


Volatility is an important concept to understand in modern finance. Many risk management decisons, and pricing of structured products depend on the volatility of the underlying. In a sense, volatility is a measure of the speed of the markets. In engineering, it is just known as standard deviation!!

I have just started reading a good book on Option Volatility and Pricing by Sheldon Natenberg. Interesting and non-mathematical introduction to derivatives and Volatility spreads!! Very interesting...


Blogger Weedy said...

I really liked the info on your site about Risk Management - nice work. I've just started my own Risk Management Secrets blog and would really appreciate you stopping by

12:07 PM, October 13, 2005  

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