Advanced Equity Derivatives (BOK)

Sebastien Bossu

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In Advanced Equity Derivatives: Volatility and Correlation , Sebastien 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.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2014 Forfatter Sebastien Bossu
Forlag
Wiley
ISBN 9781118750964
Antall sider 176 Dimensjoner 15cm x 25cm x 1,5cm
Vekt 666 gram Leverandør Bertram Trading Ltd
Andre medvirkende Peter Carr Emner og form Investment & securities

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