000 02368nam a22003854u 4500
001 200467317
003 TR-AnTOB
005 20260310150738.0
007 cr nn 008mam|a
008 140516t2014||||xxu fs| |0|| 0|eng||
020 _a9781118835364
_qelectronic
024 7 _a10.1002/9781118835364
_2doi
040 _aTR-AnTOB
_beng
_erda
_cTR-AnTOB
041 0 _aeng
050 1 4 _aHG6024.A3
_bB67 2014
090 _aHG6024.A3
_bB67 2014EBK
100 1 _aBossu, Sébastien
_eauthor
245 1 0 _aAdvanced equity derivatives /
_h[electronic resource]
_cSébastien Bossu
250 _a1
264 1 _aHoboken, New Jersey :
_bWiley,
_c2014.
300 _a1 online resource (xx, 152 pages)
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_2rdaft
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
942 _2lcc
_cEBK
999 _c200467317
_d85529