Pricing Models of Volatility Products and Exotic Variance Derivatives

€190.90


Product Information

ISBN9781032199023
PublisherTaylor & Francis Ltd
Price (excl. tax)€180.09
Tax€10.81
Price (incl. tax)€190.90
AvailabilityUnavailable

Product Description

This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .