Related Books
Language: en
Pages: 179
Pages: 179
Type: BOOK - Published: 2006 - Publisher:
Language: en
Pages: 528
Pages: 528
Type: BOOK - Published: 2016-09-06 - Publisher: John Wiley & Sons
The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in al
Language: en
Pages: 520
Pages: 520
Type: BOOK - Published: 2015-12-16 - Publisher: CRC Press
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of d
Language: en
Pages: 308
Pages: 308
Type: BOOK - Published: 2011-01-18 - Publisher: John Wiley & Sons
This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedg
Language: en
Pages: 180
Pages: 180
Type: BOOK - Published: 2014-05-19 - Publisher: John Wiley & Sons
In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exot