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Pricing Models of Volatility Products and Exotic Variance Derivatives - Chapman and Hall / CRC Financial Mathematics Series Yue Kuen Kwok
Pricing Models of Volatility Products and Exotic Variance Derivatives - Chapman and Hall / CRC Financial Mathematics Series
Yue Kuen Kwok
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
272 pages, 9 Line drawings, black and white; 6 Tables, black and white; 9 Illustrations, black and w
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 14, 2022 |
| ISBN13 | 9781032199023 |
| Publishers | Taylor & Francis Ltd |
| Pages | 268 |
| Dimensions | 203 × 240 × 23 mm · 564 g |
| Language | English |