Pricing Models of Volatility Products and Exotic Variance Derivatives |
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| Author:
| Kwok, Yue Kuen
Zheng, Wendong |
| Series title: | Chapman and Hall/CRC Financial Mathematics Ser. |
| ISBN: | 978-1-000-58427-1 |
| Publication Date: | May 2022 |
| Publisher: | CRC Press LLC
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| Imprint: | Chapman & Hall/CRC |
| Book Format: | Digital (delivered electronically) |
| List Price: | USD $58.95USD $180.00USD $135.00 |
Book Description:
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This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .