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Item Details
| Title:
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ADVANCED EQUITY DERIVATIVES
VOLATILITY AND CORRELATION |
| By: |
Sebastien Bossu, Peter Carr (Foreword) |
| Format: |
Hardback |
| List price:
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£115.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
1118750969 |
| ISBN 13: |
9781118750964 |
| Publisher: |
JOHN WILEY & SONS INC |
| Pub. date: |
19 May, 2014 |
| Series: |
Wiley Finance |
| Pages: |
176 |
| Description: |
In Advanced Equity Derivatives: Volatility and Correlation, Sebastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. |
| Synopsis: |
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. |
| Publication: |
US |
| Imprint: |
John Wiley & Sons Inc |
| Returns: |
Returnable |
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