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Volatilität als Handelsstrategie: When the VIX is high, it's time to buy

Volatilität als Handelsstrategie: When the VIX is high, it's time to buy

          
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About the Book

Für Investoren ist es in Zeiten stark schwankender Finanzmärkte von Bedeutung, ein möglichst diversifiziertes Portfolio zu konstruieren, welches auch bei negativen Schwankungen, die Risiken eines Verlustes versucht zu minimieren. Volatilität, abgeleitet aus dem lateinischen Wort volatilis für fliegend, flüchtig, hat besonders in finanzwirtschaftlichen Kontexten stark an Bedeutung gewonnen. Das Risiko einer Schwankung um den Mittelwert eines Investments kann durch die Volatilität gemessen werden. Sie gilt häufig auch als Risikomaßzahl einer Anlagemöglichkeit und ermöglicht eine Aussage über das vergangene und zukünftige Schwankungsverhalten eines Investments. Bereits in den 1980er Jahren kam die Idee auf, das Risiko von Kursschwankungen sicht- und handelbar zu machen. Mit der Begründung des Volatility Index (VIX) durch die Chicago Board of Exchanges (CBOE) im Jahre 1993 und der Möglichkeit Optionen auf den VIX zu handeln, wurde ein bedeutender Schritt hin zu modernen Volatilitätsinvestments gelegt. Der VIX berechnet sich durch die zukünftig erwartete explizite Volatilität von Optionen auf den S&P 500 und weist eine negative Korrelation zu diesem auf. Genau diese Gegenläufigkeit der Indizes ermöglicht es Investoren, bei einem fallenden S&P 500, von einem Anstieg des VIX zu profitieren. den VIX zu handeln, wurde ein bedeutender Schritt hin zu modernen Volatilitätsinvestments gelegt. Der VIX berechnet sich durch die zukünftig erwartete explizite Volatilität von Optionen auf den S&P 500 und weist eine negative Korrelation zu diesem auf. Genau diese Gegenläufigkeit der Indizes ermöglicht es Investoren, bei einem fallenden S&P 500, von einem Anstieg des VIX zu profitieren. Aufgrund der anfänglichen Komplexität von Volatilitätsinvestments hat es in den letzten Jahrzehnten zunehmend einfachere Möglichkeiten, besonders für Privatanleger gegeben, Volatilität zu handeln. In der vorliegenden Studie wird ein Leitfaden angeboten, mit dem es ermöglicht wird, aufgrund der Eigensch
About the Author: Philipp Baumeister wurde 1989 in Bielefeld geboren. Im Jahr 2013 absolvierte er an der Universität Bielefeld das Studium der Wirtschaftswissenschaften mit dem Grad Bachelor of Science. Er sammelte während seines Studiums praktische Erfahrungen in den Bereichen der Geschäftsführung und Verwaltung von gemeinnützigen Vereinen, Rechnungswesen und Steuerlehre. Derzeit wird das Masterstudium begonnen und die Tätigkeit in einer Steuerberatungskanzlei studienbegleitend durchgeführt.


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Product Details
  • ISBN-13: 9783956843778
  • Publisher: Bachelor + Master Publishing
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Spine Width: 2 mm
  • Weight: 91 gr
  • ISBN-10: 3956843770
  • Publisher Date: 11 Apr 2014
  • Height: 254 mm
  • No of Pages: 40
  • Series Title: German
  • Sub Title: When the VIX is high, it's time to buy
  • Width: 178 mm


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