Название книги: Advanced Equity Derivatives


Автор: Sebastien Bossu


ISBN: 9781118774847


Издательство: John Wiley & Sons Limited


Год: 2018


Кол-во стр.: 172


Advanced Equity Derivatives: Volatility and Correlation
, S??bastien 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.
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.