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Hardcover Pricing Models of Volatility Products and Exotic Variance Derivatives Book
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ISBN: 1032199024

ISBN13: 9781032199023

Pricing Models of Volatility Products and Exotic Variance Derivatives

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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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Format: Hardcover

Condition: New

$140.00
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