Pricing Models of Volatility Products and Exotic Variance Derivatives

Pricing Models of Volatility Products and Exotic Variance Derivatives

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9781032204321
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ISBN13:
9781032204321
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Description
Volatility trading and variance derivatives -- Lévy processes and stochastic volatility models -- VIX derivatives under consistent models and direct models -- Swap products on discrete variance and volatility -- Options on discrete realized variance -- Timer options.


  • | Author: Yue-Kuen Kwok, Wendong Zheng (Financial analyst)
  • | Publisher: C&H/CRC Press
  • | Publication Date: May 27, 2024
  • | Number of Pages: NA pages
  • | Language: English
  • | Binding: Paperback
  • | ISBN-10: 103220432X
  • | ISBN-13: 9781032204321
Additional Information
Author:
R. Lakshmana Kumar, R. Indrakumari, B. Balamurugan, Achyut Shankar
Publisher:
CRC Press
Publication Date:
Oct 04, 2024
Number of pages:
NA pages
Language:
English
Binding:
Paperback
ISBN-10:
0367506920
ISBN-13:
9780367506926
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