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. .
Specificaties
| ISBN/EAN | 9781032204321 |
| Auteur | Yue Kuen Kwok |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Paperback / gebrocheerd |
| Pagina's | 268 |
| Lengte | 233.0 mm |
| Breedte | 156.0 mm |