Pricing Models of Volatility Products and Exotic Variance Derivatives
Versandkostenfrei!
Versandfertig in 1-2 Wochen
Weitere Ausgaben:
PAYBACK Punkte
33 °P sammeln!
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
Yue Kuen Kwok is a professor in the Department of Mathematics and Financial Technology Thrust, the Hong Kong University of Science and Technology. Professor Kwok's research interests concentrate on pricing and risk management of financial derivatives and structured insurance products. He has published more than 80 research articles in major research journals in quantitative finance and actuarial sciences. In addition, he is the author of two books on quantitative finance: Mathematical Models of Financial Derivatives and Saddlepoint Approximation Methods in Financial Engineering . He has provided consulting services to financial institutions on various aspects of trading structured products and credit risk management. Professor Kwok has served on the editorial boards of Journal of Economic and Dynamics Control, Asian-Pacific Financial Markets and International Journal of Financial Engineering. He earned his PhD in applied mathematics from Brown University in 1985. Wendong Zheng joined Credit Suisse in Hong Kong in 2018. He is currently a vice president in the Quantitative Strategies Group, covering equity and hybrid derivatives modeling and trading. Before joining Credit Suisse, he held positions at Bank of China International and Barclays Investment Bank. He has performed both academic and industrial works on pricing and trading volatility derivatives. Also, he has co-authored the book Saddlepoint Approximation Methods in Financial Engineering. Dr. Zheng holds a PhD in mathematics from the Hong Kong University of Science and Technology.
Produktbeschreibung
- Chapman and Hall/CRC Financial Mathematics Series
- Verlag: Taylor & Francis Ltd
- Seitenzahl: 284
- Erscheinungstermin: 27. Mai 2024
- Englisch
- Abmessung: 234mm x 156mm x 15mm
- Gewicht: 436g
- ISBN-13: 9781032204321
- ISBN-10: 103220432X
- Artikelnr.: 70353150
Herstellerkennzeichnung
Libri GmbH
Europaallee 1
36244 Bad Hersfeld
gpsr@libri.de
Für dieses Produkt wurde noch keine Bewertung abgegeben. Wir würden uns sehr freuen, wenn du die erste Bewertung schreibst!
Eine Bewertung schreiben
Eine Bewertung schreiben
Andere Kunden interessierten sich für