"In Advanced Equity Derivatives: Volatility and Correlation, Sebastien 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 ...
Read More
"In Advanced Equity Derivatives: Volatility and Correlation, Sebastien 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. Volatility and correlation are remarkably connected through the author's proxy formula which he discovered in 2004, and shares in the book. He also reveals a new derivation using linear algebra (included in Chapter 6), and the proxy formula is then exploited in the following chapters for correlation trading and correlation modeling. 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"--
Read Less
Add this copy of Advanced Equity Derivatives Volatility and Correlation to cart. $95.18, new condition, Sold by TextbookRush rated 4.0 out of 5 stars, ships from Grandview Hts, OH, UNITED STATES, published 2014 by Wiley.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. All orders ship SAME or NEXT business day. Expedited shipments will be received in 1-5 business days within the United States. We proudly ship to APO/FPO addresses. 100% Satisfaction Guaranteed!
Add this copy of Advanced Equity Derivatives: Volatility and Correlation to cart. $97.77, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2014 by Wiley.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Advanced Equity Derivatives: Volatility and Correlation to cart. $104.17, very good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2014 by Wiley.
Add this copy of Advanced Equity Derivatives: Volatility and Correlation to cart. $123.54, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2014 by Wiley.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Sewn binding. Cloth over boards. 176 p. Wiley Finance. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Advanced Equity Derivatives: Volatility and Correlation to cart. $126.25, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2014 by Wiley.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Sewn binding. Cloth over boards. 176 p. Wiley Finance. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Advanced Equity Derivatives: Volatility and Correlation to cart. $126.26, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2014 by Wiley.
