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Preismodelle von Volatilitätsprodukten und exotischen Varianzderivaten (Chapman

Name: Preismodelle von Volatilitätsprodukten und exotischen Varianzderivaten (Chapman
SKU: 146570830768
Price: 124.15 EUR
Availability: InStock
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124,15 €

Implied Volatility and Local Volatility. Volatility Trading using Options. Lévy Processes and Stochastic Volatility Models. Lévy Processes. 3/2 Stochastic Volatility Model. Direct Modeling of VIX.

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EAN:

9781032199023
UPC:

9781032199023
ISBN:

9781032199023
Format:

Hardback, 268 pages
Author:

Kwok, Yue Kuen
Book Title:

Pricing Models of Volatility Products and Exotic V
Item Height:

1.8 cm
Item Length:

23.4 cm
Item Weight:

0.57 kg
Item Width:

15.6 cm
Language:

Eng
Publisher:

CRC Press

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