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portada Advanced Equity Derivatives: Volatility And Correlation
Type
Physical Book
Author
Preface by
Publisher
Topic
Us P & D
Language
English
Pages
176
Format
Hardcover
Dimensions
22.9x15.2x2 cm
Weight
0.36 kg.
ISBN
1118750969
ISBN13
9781118750964
Categories

Advanced Equity Derivatives: Volatility And Correlation

Sebastien Bossu (Author) · Peter Carr (Preface by) · Wiley · Hardcover

Advanced Equity Derivatives: Volatility And Correlation - Bossu, Sebastien ; Carr, Peter

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Synopsis "Advanced Equity Derivatives: Volatility And Correlation"

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.

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