Pricing Models of Volatility Products and Exotic Variance Derivatives

Auteur: Kwok, Yue Kuen
Editeur: Taylor & Francis Ltd
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
Sur commande
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
ISBN / EAN 9781032199023
Auteur Kwok, Yue Kuen
Editeur Taylor & Francis Ltd