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Pricing Models of Volatility Products and Exotic Variance Derivatives
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Pricing Models of Volatility Products and Exotic Variance Derivatives

Buch (broschiert)ca. 80.00 CHF
lieferbar in ca. 10-20 Arbeitstagen

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

Mai 2024, ca. 268 Seiten, Chapman and Hall/CRC Financial Mathematics Series, Englisch
Taylor and Francis
978-1-03-220432-1

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