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Pricing Models of Volatility Products and Exotic Variance Derivatives

Pricing Models of Volatility Products and Exotic Variance Derivatives

Paperback

Series: Chapman and Hall/CRC Financial Mathematics

Investing & FinanceGeneral Computers

ISBN10: 103220432X
ISBN13: 9781032204321
Publisher: CRC Press
Published: May 27 2024
Pages: 268
Weight: 0.88
Height: 0.60 Width: 6.14 Depth: 9.21
Language: English

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

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