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Advanced Equity Derivatives: Volatility and Correlation

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 Advanced Equity Derivatives: Volatility and Correlation
BOOK DOWNLOAD

Advanced Equity Derivatives: Volatility and Correlation

$10.00

(Wiley Finance) 1st Edition

by Sebastien Bossu (Author), Peter Carr (Foreword)

In Advanced Equity Derivatives: Volatility and Correlation, Sébastien 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.

Year:
2014
Pages:
159
Language:
English
Format:
PDF
Size:
2.5 MB
ISBN-10:
1118750969
ISBN-13:
978-1118750964
ASIN:
B00JUUZH04
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