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Pricing Models of Volatility Products and Exotic Variance Derivatives (Hardcover) Loot Price: R3,232
Discovery Miles 32 320
Repayment Terms: R303 pm x 12*
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Pricing Models of Volatility Products and Exotic Variance Derivatives (Hardcover): Yue Kuen Kwok, Wendong Zheng

Pricing Models of Volatility Products and Exotic Variance Derivatives (Hardcover)

Yue Kuen Kwok, Wendong Zheng

Series: Chapman and Hall/CRC Financial Mathematics Series

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Loot Price R3,232 Discovery Miles 32 320 | Repayment Terms: R303 pm x 12*

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Features Useful for practitioners and quants in the financial industry who need to make choices between pricing models of variance derivatives. Fabulous resource for researchers interested in pricing and hedging issues of variance derivatives and VIX products. Could be used as a textbook in a topic course on pricing variance derivatives at universities.

General

Imprint: Taylor & Francis
Country of origin: United Kingdom
Series: Chapman and Hall/CRC Financial Mathematics Series
Release date: May 2022
First published: 2022
Authors: Yue Kuen Kwok • Wendong Zheng
Dimensions: 234 x 156 x 23mm (L x W x T)
Format: Hardcover
Pages: 268
ISBN-13: 978-1-03-219902-3
Categories: Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Investment & securities > General
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LSN: 1-03-219902-4
Barcode: 9781032199023

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