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 Practical Psychodermatology by Sebastien Bossu
Cover of the book The Science of Forensic Entomology by Sebastien Bossu
Cover of the book The Forbes / CFA Institute Investment Course by Sebastien Bossu
Cover of the book French Literature by Sebastien Bossu
Cover of the book Handbook of Position Location by Sebastien Bossu
Cover of the book Slide Rules by Sebastien Bossu
Cover of the book CT at a Glance by Sebastien Bossu
Cover of the book SQL For Dummies by Sebastien Bossu
Cover of the book Methods and Applications of Statistics in Clinical Trials, Volume 2 by Sebastien Bossu
Cover of the book Adobe After Effects CS5 Digital Classroom by Sebastien Bossu
Cover of the book Office 365 For Dummies by Sebastien Bossu
Cover of the book Nutrition, Health and Disease by Sebastien Bossu
Cover of the book Simple Tools and Techniques for Enterprise Risk Management by Sebastien Bossu
Cover of the book The Tax Law of Charitable Giving, 2018 Cumulative Supplement by Sebastien Bossu
Cover of the book Mission Impact 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