Advanced Equity Derivatives / Wiley Finance Editions (PDF)
Volatility and Correlation
(Sprache: Englisch)
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,...
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,...
sofort als Download lieferbar
eBook (pdf)
112.99 €
- Lastschrift, Kreditkarte, Paypal, Rechnung
- Kostenloser tolino webreader
Produktdetails
Produktinformationen zu „Advanced Equity Derivatives / Wiley Finance Editions (PDF)“
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.
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.
Autoren-Porträt von Sebastien Bossu
SÉBASTIEN BOSSU is Principal at Ogee Group LLC, an investment management and software development business based in New York. His past experience includes positions as director of Equity Derivatives Structuring for a London bank and exotics structurer at J.P. Morgan. Bossu is currently an adjunct professor at Pace University and also recently taught at Fordham University.
Bibliographische Angaben
- Autor: Sebastien Bossu
- 2014, 1. Auflage, 176 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1118774841
- ISBN-13: 9781118774847
- Erscheinungsdatum: 05.05.2014
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: PDF
- Größe: 5.50 MB
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.
Kommentar zu "Advanced Equity Derivatives / Wiley Finance Editions"
Schreiben Sie einen Kommentar zu "Advanced Equity Derivatives / Wiley Finance Editions".
Kommentar verfassen