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Book Cover
E-book
Author Carr, Peter, author

Title Advanced Equity Derivatives: Volatility and Correlation / Carr, Peter
Edition First edition
Published John Wiley & Sons, 2014
Online access available from:
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Description 1 online resource (176 pages)
Summary 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
Notes Mode of access: World Wide Web
Copyright © John Wiley & Sons
Issuing Body Made available through: Safari, an O'Reilly Media Company
Subject Business enterprises -- Finance.
Economics.
Commerce.
Form Electronic book
Author Bossu, Sébastien, author
Safari, an O'Reilly Media Company