Pricing models of volatility products and exotic variance derivatives /

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...

Full description

Bibliographic Details

Main Authors:	Kwok, Y. K. (Yue-Kuen), 1957- (Author), Zheng, Wendong (Financial analyst) (Author)
Corporate Author:	Taylor & Francis
Format:	eBook
Language:	English
Published:	[Place of publication not identified] : Chapman and Hall/CRC, 2022.
Edition:	First edition.
Series:	Chapman & Hall/CRC financial mathematics series
Subjects:	Derivative securities > Mathematical models. Investment analysis > Mathematical models. Business mathematics. Instruments dérivés (Finances) > Modèles mathématiques. Analyse financière > Modèles mathématiques. Mathématiques financières. MATHEMATICS > Applied. BUSINESS & ECONOMICS > Finance. MATHEMATICS / Applied BUSINESS & ECONOMICS / Finance Business mathematics Derivative securities > Mathematical models Investment analysis > Mathematical models Electronic books.
Online Access:	Connect to the full text of this electronic book