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Pricing Models of Volatility Products and Exotic Variance Derivatives

Y. K. Kwok

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Autorius Y. K. Kwok
Žanras Finance
Leidimo metai 2022 m.
Puslapių skč. 268 psl.
Viršelis Kietas viršelis
ISBN 9781032199023

Pricing Models of Volatility Products and Exotic Variance Derivatives

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

Book cover of: Pricing Models of Volatility Products and Exotic Variance Derivatives. By: Y. K. Kwok

Pricing Models of Volatility Products...

Regular price €145,50
Sale price €145,50 Regular price €150,00