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

,
Features Useful for practitioners and quants in the financial industry who need to make choices between pricing models of variance derivatives. Fabulous resource for researchers interested in pricing and hedging issues of variance derivatives and VIX products. Could be used as a textbook in a topic course on pricing variance derivatives at universities.

R3,190

Or split into 4x interest-free payments of 25% on orders over R50
Learn more

Discovery Miles31900
Mobicred@R299pm x 12* Mobicred Info
Free Delivery
Delivery AdviceShips in 9 - 15 working days


Toggle WishListAdd to wish list
Review this Item



Product Description

Features Useful for practitioners and quants in the financial industry who need to make choices between pricing models of variance derivatives. Fabulous resource for researchers interested in pricing and hedging issues of variance derivatives and VIX products. Could be used as a textbook in a topic course on pricing variance derivatives at universities.

Customer Reviews

No reviews or ratings yet - be the first to create one!

Product Details

General

Imprint

Taylor & Francis

Country of origin

United Kingdom

Series

Chapman and Hall/CRC Financial Mathematics Series

Release date

May 2022

Availability

Expected to ship within 9 - 15 working days

First published

2022

Authors

,

Dimensions

234 x 156 x 23mm (L x W x T)

Format

Hardcover

Pages

268

ISBN-13

978-1-03-219902-3

Barcode

9781032199023

Categories

LSN

1-03-219902-4



Trending On Loot