Get Advanced Equity Derivatives: Volatility and Correlation PDF

By Sebastien Bossu,Peter Carr

In Advanced fairness Derivatives: Volatility and Correlation, Sébastien Bossu reports and explains the complex recommendations used for pricing and hedging fairness unique derivatives.  Designed for monetary modelers, alternative investors and complicated traders, the content material covers an important theoretical and useful extensions of the Black-Scholes model.

Each bankruptcy contains a variety of illustrations and a brief collection of difficulties, masking key themes reminiscent of implied volatility floor versions, pricing with implied distributions, neighborhood volatility types, volatility derivatives, correlation measures, correlation buying and selling, neighborhood correlation types and stochastic correlation.

The writer has a twin expert and educational historical past, making Advanced fairness Derivatives: Volatility and Correlation the best reference for quantitative researchers and mathematically savvy finance pros seeking to collect an in-depth figuring out of fairness unique derivatives pricing and hedging.

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Advanced Equity Derivatives: Volatility and Correlation (Wiley Finance) by Sebastien Bossu,Peter Carr

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