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Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew

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Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew - Bennett, Colin
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This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community. In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics. "A master piece to learn in a nutshell all the essentials about volatility with a practical and lively ...

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Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew 2014, Createspace Independent Publishing Platform

ISBN-13: 9781461108757

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