Pricing Models of Volatility Products and Exotic Variance Derivatives

Versandkostenfrei!
Versandfertig in 6-10 Tagen
116,99 €
inkl. MwSt.
Weitere Ausgaben:
PAYBACK Punkte
58 °P sammeln!
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 fo...