10% chegirma bering
Maslahat bering ushbu kitobni do'stingiz sotib olganidan 198 152,42 soʻm oling.
0+
matnPDF
Hajm 172 sahifalar
Advanced Equity Derivatives
Volatility and Correlation
matnPDF
1 981 524,19 soʻm
Kitob haqida
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.
Janrlar va teglar
Izoh qoldiring
Kirish, kitobni baholash va sharh qoldirish
Kitob tavsifi
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.
Kitob Sebastien Bossu «Advanced Equity Derivatives» — veb-saytda onlayn o'qing. Fikr va sharhlar qoldiring, sevimlilarga ovoz bering.
Yosh cheklamasi:
0+Litresda chiqarilgan sana:
21 iyun 2018Hajm:
172 Sahifa ISBN:
9781118774847Umumiy o'lcham:
5.5 МБUmumiy sahifalar soni :
172Matbaachilar:
Mualliflik huquqi egasi:
John Wiley & Sons Limited Ushbu kitob bilan o'qiladi 
Sotuv xitlari
815
Sotuv xitlari
870
