Список проголосовавших за комментарий "Александр, Была такая компания Long-Term Capital Management.<p>занималась она очень успешно продажей волатильности.<br/> LTCM sold S&P 500 options (net short long-term S&P volatility). LTCM had become a major supplier of S&P 500 vega</p><p>В 1998г.<br/> The total losses were found to be $4.6 billion. The losses in the major investment categories were (ordered by magnitude)</p><p>$1.3 bn in equity volatility</p>"