Advanced Equity Derivatives Volatility and Correlation

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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.
Advanced Equity Derivatives Volatility and Correlation.pdf (4.75 MB, 需要: 35 个论坛币)

2014-5-15 14:10:32 上传

Advanced Equity Derivatives: Volatility and Correlation
需要: 35 个论坛币  [购买]

• 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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分享0 收藏16 回帖

关键词：derivatives correlation Derivative Volatility Advanced important practical includes concepts problems

顶啊，楼主好人

Thanks for sharing

谢谢分享，下载学习。。。

太贵了……

好书，就是论坛币不够了
呵呵

{:3_59:}

2014出版的 《Advanced Equity Derivatives: Volatility and Correlation》 是最新的介绍金融衍生品书，里面的模型都是北美各大银行sell-side在用的，对于学习和面试十分有帮助。

https://bbs.pinggu.org/thread-3754184-1-1.html

Thanks for sharing, 好书!