Advanced Equity Derivatives

Volatility and Correlation

Business & Finance, Finance & Investing, Finance
Cover of the book Advanced Equity Derivatives by Sebastien Bossu, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Sebastien Bossu ISBN: 9781118774717
Publisher: Wiley Publication: May 5, 2014
Imprint: Wiley Language: English
Author: Sebastien Bossu
ISBN: 9781118774717
Publisher: Wiley
Publication: May 5, 2014
Imprint: Wiley
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Wiley

Cover of the book Oral Medicine and Pathology at a Glance by Sebastien Bossu
Cover of the book Introduction to AC Machine Design by Sebastien Bossu
Cover of the book Atom Chips by Sebastien Bossu
Cover of the book When the Headline Is You by Sebastien Bossu
Cover of the book The Handbook of International Advertising Research by Sebastien Bossu
Cover of the book Diversity and Non-integer Differentiation for System Dynamics by Sebastien Bossu
Cover of the book Making Candles and Soaps For Dummies by Sebastien Bossu
Cover of the book Atlas of Equine Ultrasonography, Enhanced Edition by Sebastien Bossu
Cover of the book Probability and Random Processes by Sebastien Bossu
Cover of the book Principles of Linear Algebra with Mathematica by Sebastien Bossu
Cover of the book Listed Volatility and Variance Derivatives by Sebastien Bossu
Cover of the book Fundamentals of Gas Dynamics by Sebastien Bossu
Cover of the book Legislators and Interpreters by Sebastien Bossu
Cover of the book Puppy Care For Dummies?, Mini Edition by Sebastien Bossu
Cover of the book Alternative Energy and Shale Gas Encyclopedia by Sebastien Bossu
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy