Dinabandhu Bag
VALUATION AND VOLATILITY
1st Edition
VALUATION AND VOLATILITY
THE SCIENCE AND ART OF
VOLATILITY IMPACT ON
INVESTORS’ WEALTH
FEATURES

It
gives
step-by-step
examination,
instructive
chapter-by-chapter
formulations, insights and
applications
to
business
scenarios or situations.

Technically, it also drives the
formulations of models and its
execution using traded data
from markets.

This
includes
example
business use cases that builds
on analysis, and highlights the
end use of volatility for
stakeholders
who
are
individuals,
regulators,
traders, professionals, policy
makers, etc.
FOR WHOM

The intended readers are
financial professionals who
seek to appraise themselves
with the science and art of
volatility impact on investors’
wealth.

This timely volume draws
expertise from developed,
emerging,
and
frontier
economies.

The book approaches the
practitioner’s viewpoint and
familiarizes readers with
recent trends.
This book provides a first-hand account of impact of volatility on valuations. It
picturizes stock valuation with fair, practical and insightful explanations.
Volatility in markets can form the foundation of fair value. A marginal change in
volatility has a significant impact on the effective cost of capital. This text
discusses the phenomenon of realized volatility and its implementation. Portfolio
managers, fund managers and corporates continue to watch as prices change due
volatility and can impose future restrictions on their skillful maneuver. Successful
investing is beating market benchmarks, and the ability to locate mistakenly
priced scrips over a horizon. This text delves into techniques for measuring the
contours and boundaries of risk and, necessary emphasis to translate the risks to
money impact. It explains the post facto approaches to unmake money loss in the
post period.
THE SCIENCE AND ART OF VOLATILITY IMPACT ON
INVESTORS’ WEALTH
1. It provides a description of time varying nature of volatility, drilling down
to its roots. It summarizes the first-hand account of Realized Volatility and
its implementation, discusses brief framework that helps to arrive at the
Impact of Volatility on valuations,
2. Elaborates strategies drawn from realized volatility concepts and
enlightens the contours and boundaries of risks such as the translation to
arrive at the end period money impact, and to cover the post facto
approaches to unmaking the losses; picturizes thrust on volatility hedging
to uncover the ex-ante and post facto tests of the efficacies of purposeful
hedging.
3. Puts thrust on empirical analysis, theoretical discussions, test data, to
derive whole gamut of business use cases in a variety of situations to
apply the techniques and thoughts for teaching.
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