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Advanced Equity Derivatives Volatility and Correlation

Advanced Equity Derivatives Volatility and Correlation

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完整电子版已上线CDA网校,累计已有10万+在读~ 教材严格按考试大纲编写,适合CDA考生备考,也适合业务及数据分析岗位的从业者提升自我。

InAdvancedEquityDerivatives:VolatilityandCorrelation,SébastienBossureviewsandexplainstheadvancedconceptsusedforpricingandhedgingequityexoticderivatives.Designedforfinancialmodelers,optiontradersandso ...
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In Advanced Equity Derivatives: Volatility and Correlation, Sébastien 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.
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.


  • Series: Wiley Finance
  • Hardcover: 176 pages
  • Publisher: Wiley; 1 edition (May 19, 2014)
  • Language: English
  • ISBN-10: 1118750969
  • ISBN-13: 978-1118750964
  • Product Dimensions: 9.8 x 5.9 x 0.6 inches
  • Shipping Weight: 1.5 pounds
  • http://www.amazon.com/Advanced-Equity-Derivatives-Volatility-Correlation/dp/1118750969/ref=sr_1_1?ie=UTF8&qid=1400134183&sr=8-1&keywords=In+Advanced+Equity+Derivatives%3A+Volatility+and+Correlation
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