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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. .
268 pages, 6 Tables, black and white; 9 Line drawings, black and white; 9 Illustrations, black and w
Media | Books Paperback Book (Book with soft cover and glued back) |
Released | May 27, 2024 |
ISBN13 | 9781032204321 |
Publishers | Taylor & Francis Ltd |
Pages | 268 |
Dimensions | 157 × 234 × 21 mm · 436 g |
See all of Yue Kuen Kwok ( e.g. Hardcover Book and Paperback Book )