C&H/CRC Press
Pricing Models of Volatility Products and Exotic Variance Derivatives
Product Code:
9781032204321
ISBN13:
9781032204321
Condition:
New
$67.93
Volatility trading and variance derivatives -- L?y processes and stochastic volatility models -- VIX derivatives under consistent models and direct models -- Swap products on discrete variance and volatility -- Options on discrete realized variance -- Timer options.
| Author: Yue-Kuen Kwok, Wendong Zheng (Financial analyst) |
| Publisher: C&H/CRC Press |
| Publication Date: May 27, 2024 |
| Number of Pages: NA pages |
| Language: English |
| Binding: Paperback |
| ISBN-10: 103220432X |
| ISBN-13: 9781032204321 |
Pricing Models of Volatility Products and Exotic Variance Derivatives
$67.93
Volatility trading and variance derivatives -- L?y processes and stochastic volatility models -- VIX derivatives under consistent models and direct models -- Swap products on discrete variance and volatility -- Options on discrete realized variance -- Timer options.
| Author: Yue-Kuen Kwok, Wendong Zheng (Financial analyst) |
| Publisher: C&H/CRC Press |
| Publication Date: May 27, 2024 |
| Number of Pages: NA pages |
| Language: English |
| Binding: Paperback |
| ISBN-10: 103220432X |
| ISBN-13: 9781032204321 |
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