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 The Special Educator's Comprehensive Guide to 301 Diagnostic Tests by Sebastien Bossu
Cover of the book Tick Achieve by Sebastien Bossu
Cover of the book The Handbook of Global Communication and Media Ethics by Sebastien Bossu
Cover of the book Where Winners Live by Sebastien Bossu
Cover of the book Kick Your Own Ass by Sebastien Bossu
Cover of the book Seven North American Evaluation Pioneers by Sebastien Bossu
Cover of the book Elementary Particle Physics by Sebastien Bossu
Cover of the book Billion Dollar Green by Sebastien Bossu
Cover of the book Neutrons and Synchrotron Radiation in Engineering Materials Science by Sebastien Bossu
Cover of the book The Adweek Copywriting Handbook by Sebastien Bossu
Cover of the book The Most Sublime Hysteric by Sebastien Bossu
Cover of the book Nanotechnology in Environmental Science by Sebastien Bossu
Cover of the book The Law of Tax-Exempt Healthcare Organizations 2016 Supplement by Sebastien Bossu
Cover of the book Design a Better Business by Sebastien Bossu
Cover of the book The Ironic Spectator 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