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| 008 | 140516t2014||||xxu fs| |0|| 0|eng|| | ||
| 020 |
_a9781118835364 _qelectronic |
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| 024 | 7 |
_a10.1002/9781118835364 _2doi |
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| 040 |
_aTR-AnTOB _beng _erda _cTR-AnTOB |
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| 041 | 0 | _aeng | |
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_aHG6024.A3 _bB67 2014 |
| 090 |
_aHG6024.A3 _bB67 2014EBK |
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| 100 | 1 |
_aBossu, Sébastien _eauthor |
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| 245 | 1 | 0 |
_aAdvanced equity derivatives / _h[electronic resource] _cSébastien Bossu |
| 250 | _a1 | ||
| 264 | 1 |
_aHoboken, New Jersey : _bWiley, _c2014. |
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| 300 | _a1 online resource (xx, 152 pages) | ||
| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_atext file _2rdaft |
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| 347 | _bPDF | ||
| 520 | _aIn Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model. Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models and stochastic correlation. The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility and Correlation the perfect reference for quantitative researchers and mathematically savvy finance professionals looking to acquire an in-depth understanding of equity exotic derivatives pricing and hedging. | ||
| 650 | 4 | _aGeneral Finance & Investments | |
| 776 | 0 | 8 |
_iPrinted edition: _z9781118750964 |
| 856 | 4 | 0 |
_uhttps://doi.org/10.1002/9781118835364 _aWiley Online Library |
| 856 | 4 | 0 |
_uhttps://onlinelibrary.wiley.com/action/showBook?doi=10.1002%2F9781118835364 _aWiley Online Library |
| 856 | 4 | 2 |
_3Cover Image _uhttps://onlinelibrary.wiley.com/cms/asset/7c0c94e1-43de-4f14-af20-7dfbc6443edb/9781118835364.cover.gif _aWiley Online Library |
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