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Paperback Pricing Models of Volatility Products and Exotic Variance Derivatives Book
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ISBN: 103220432X

ISBN13: 9781032204321

Pricing Models of Volatility Products and Exotic Variance Derivatives

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Format: Paperback

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Book Overview

Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivatives. It then moves on to discuss the robust replication strategy of variance swaps using portfolio of options, which is one of the major milestones in pricing...

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Business Business & Investing Computers Computers & Technology Economics Math Mathematics Science & Math

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