Pricing Models of Volatility Products and Exotic Variance Derivatives (Bog, Hardback, Engelsk) af Yue-Kuen Kwok

Pricing Models of Volatility Products and Exotic Variance Derivatives

(Bog, Hardback, Engelsk)
Forfattere: Yue Kuen Kwok, Wendong Zheng

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Beskrivelse

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

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Alle detaljer

Forlag Taylor & Francis Ltd
Forfattere Yue Kuen Kwok, Wendong Zheng
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 14-05-2022
Første udgivelsesår 2022
Serie Chapman and Hall/CRC Financial Mathematics Series
Illustrationer 6 Tables, black and white; 9 Line drawings, black and white; 9 Illustrations, black and white
Originalsprog United Kingdom
Sideantal 268
Indbinding Hardback
Forlag Taylor & Francis Ltd
Sideoplysninger 268 pages, 6 Tables, black and white; 9 Line drawings, black and white; 9 Illustrations, black and w
Mål 240 x 203 x 23
ISBN-13 / EAN-13 9781032199023