Pricing Models of Volatility Products and Exotic Variance Derivatives
Wendong Zheng, Yue Kuen Kwok
Taylor & Francis Ltd, 2022
200,95 €On orderDelivery: 2-3 weeks
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
- ISBN-13
- 9781032199023
- ISBN-10
- 1032199024
- Publisher
- Taylor & Francis Ltd
- Year
- 2022
- Publication date
- 2022-05-14
- Pages
- 268
- Dimensions
- 240x203x23
- Weight
- 564