Advanced Equity Derivatives - Volatility & Correlation

Name: Advanced Equity Derivatives - Volatility & Correlation
Brand: John Wiley & Sons Inc
SKU: 9781118750964
Price: 129.26 EUR
Availability: InStock

Autor: Sebastien Bossu

Jazyk:

Väzba: Pevná

Vydavateľ: John Wiley & Sons Inc

Dostupnosť: Skladom u dodávateľa

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129.26 €

In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the...

Informácie o knihe

Autor

Sebastien Bossu

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2014

Stránok

176

EAN

9781118750964

ISBN

1118750969

Enbook ID

02477724

Vydavateľ

John Wiley & Sons Inc

Hmotnosť

354

Rozmery

236 x 161 x 17

Kompletný popis

In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model.§Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models and stochastic correlation.§The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility and Correlation the perfect reference for quantitative researchers and mathematically savvy finance professionals looking to acquire an in-depth understanding of equity exotic derivatives pricing and hedging.

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Advanced Equity Derivatives - Volatility & Correlation

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