Pricing Models of Volatility Products and Exotic Variance Derivatives

190,90 €


Información del producto

ISBN9781032199023
EditorialTaylor & Francis Ltd
Precio (sin IVA)180,09 €
Impuestos10,81 €
Precio (IVA incluido)190,90 €
DisponibilidadNo disponible

Descripción del producto

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