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Pricing Models of Volatility Products and Exotic Variance Derivatives by Yue Kue
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- Buy It NowPricing Models of Volatility Products and Exotic Variance Derivatives by Yue Kue
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Located in: Fairfield, Ohio, United States
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eBay item number:395302707695
Item specifics
- Condition
- ISBN-13
- 9781032199023
- Type
- NA
- Publication Name
- NA
- ISBN
- 9781032199023
- Publication Year
- 2022
- Format
- Hardcover
- Language
- English
- Book Title
- Pricing Models of Volatility Products and Exotic Variance Derivatives
- Publisher
- CRC Press LLC
- Genre
- Business & Economics
- Topic
- Finance / General
- Number of Pages
- 272 Pages
About this product
Product Information
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
Product Identifiers
Publisher
CRC Press LLC
ISBN-10
1032199024
ISBN-13
9781032199023
eBay Product ID (ePID)
3057253457
Product Key Features
Book Title
Pricing Models of Volatility Products and Exotic Variance Derivatives
Format
Hardcover
Language
English
Topic
Finance / General
Publication Year
2022
Genre
Business & Economics
Number of Pages
272 Pages
Additional Product Features
Lc Classification Number
Hg6024.A3k87 2022
Lccn
2021-056123
Dewey Decimal
332.63/2
Dewey Edition
23/Eng/20220223
Illustrated
Yes
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:395302707695
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Fairfield, Ohio, United States
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