Advanced Equity Derivatives: Volatility and Correlation

by Sébastien Bossu

In Advanced Equity Derivatives: Volatility and Correlation, S bastien 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,...

• Format: Hardcover
• Language: English
• ISBN: 1118750969
• ISBN13: 9781118750964
• Release Date: May 2014
• Publisher: Wiley
• Length: 176 Pages
• Weight: 1.60 lbs.
• Dimensions: 0.8" x 6.0" x 9.0"