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 theory of variance derivatives. The replication procedure provides the theoretical ...
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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 theory of variance derivatives. The replication procedure provides the theoretical foundation of the construction of VIX. This book provides sound arguments for formulating the pricing models of variance derivatives and establishes formal proofs of various technical results. Illustrative numerical examples are included to show accuracy and effectiveness of analytic and approximation methods. Features Useful for practitioners and quants in the financial industry who need to make choices between various pricing models of variance derivatives Fabulous resource for researchers interested in pricing and hedging issues of variance derivatives and VIX products Can be used as a university textbook in a topic course on pricing variance derivatives
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Add this copy of Pricing Models of Volatility Products and Exotic to cart. $130.19, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2022 by CRC Press.
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Fine. Sewn binding. Cloth over boards. 268 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Pricing Models of Volatility Products and Exotic to cart. $131.51, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2022 by CRC Press.
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New. Sewn binding. Cloth over boards. 268 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Pricing Models of Volatility Products and Exotic to cart. $131.52, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2022 by CRC Press.
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New. Sewn binding. Cloth over boards. 268 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics.
Add this copy of Pricing Models of Volatility Products and Exotic to cart. $143.07, new condition, Sold by Ria Christie Books rated 5.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2022 by CRC Press.
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New. Sewn binding. Cloth over boards. 268 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics.
