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Pricing Models of Volatility Products and Exotic Variance Derivatives
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Product details
| Management number | 201823291 | Release Date | 2025/10/08 | List Price | $66.29 | Model Number | 201823291 | ||
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Format: Hardback
Length: 268 pages
Publication date: 09 May 2022
Publisher: Taylor & Francis Ltd
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
Weight: 566g
Dimension: 240 x 203 x 23 (mm)
ISBN-13: 9781032199023
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