Summary and Info
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.
More About the Author
Sébastien Bosquet (born 24 February 1979 in Dunkerque) is a French team handball player. He played on the France national handball team which won gold medals at the 2009 World Men's Handball Championship in Croatia.
Review and Comments
Rate the Book
Advanced Equity Derivatives: Volatility and Correlation 0 out of 5 stars based on 0 ratings.