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Advanced Equity Derivatives - Volatility & Correlation (Hardcover) Loot Price: R3,378
Discovery Miles 33 780
Advanced Equity Derivatives - Volatility & Correlation (Hardcover): S. Bossu

Advanced Equity Derivatives - Volatility & Correlation (Hardcover)

S. Bossu

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Loot Price R3,378 Discovery Miles 33 780 | Repayment Terms: R317 pm x 12*

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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.

General

Imprint: John Wiley & Sons
Country of origin: United States
Release date: July 2014
First published: 2014
Authors: S. Bossu
Dimensions: 231 x 159 x 18mm (L x W x T)
Format: Hardcover
Pages: 176
ISBN-13: 978-1-118-75096-4
Categories: Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 1-118-75096-9
Barcode: 9781118750964

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