Download PDF by Sebastien Bossu,Peter Carr: Advanced Equity Derivatives: Volatility and Correlation

By Sebastien Bossu,Peter Carr

ISBN-10: 1118750969

ISBN-13: 9781118750964

In Advanced fairness Derivatives: Volatility and Correlation, Sébastien Bossu experiences and explains the complicated options used for pricing and hedging fairness unique derivatives.  Designed for monetary modelers, choice investors and complex traders, the content material covers crucial theoretical and functional extensions of the Black-Scholes model.

Each bankruptcy comprises a variety of illustrations and a brief choice of difficulties, overlaying key issues equivalent to implied volatility floor types, pricing with implied distributions, neighborhood volatility versions, volatility derivatives, correlation measures, correlation buying and selling, neighborhood correlation types and stochastic correlation.

The writer has a twin expert and educational heritage, making Advanced fairness Derivatives: Volatility and Correlation the correct reference for quantitative researchers and mathematically savvy finance execs seeking to collect an in-depth knowing 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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