Pricing Models of Volatility Products and Exotic Variance Derivatives

Name: Pricing Models of Volatility Products and Exotic Variance Derivatives
Brand: Chapman and Hall/CRC
Availability: OutOfStock
Rating: 5 (1 reviews)

By Kwok, Yue Kuen

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Description

This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .

Product details

Edition:: 1
Number of Pages:: 284
Release Date:: 2022-05-09
Publication Date:: 2022-05-14
Publisher:: Chapman and Hall/CRC
Languages:: Original: English
ISBN10:: 1032199024
ISBN13:: 9781032199023
GPSR Manufacturer Reference:: [email protected]
Weight:: 593 g
Height:: 161 cm
Width:: 240 cm
Thickness:: 20 cm

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