Pricing Models of Volatility Products and Exotic Variance Derivatives (2022)

Pricing Models of Volatility Products and Exotic Variance Derivatives This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. . Autor: Yue Kwok, Wendong (Credit Suisse) Zheng Wydawnictwo: Taylor & Francis Rok wydania: 2022 Okładka: twarda Liczba stron: 268 Wymiary: 24 x 20.3 x 2.3 cm Język: angielski ISBN: 9781032199023