Pricing models of volatility products and exotic variance derivatives

Author(s)

• Kwok, Yue Kuen
• Zheng, Wendong

Bibliographic Information

Pricing models of volatility products and exotic variance derivatives

Yue Kuen Kwok, Wendong Zheng

（Chapman & Hall/CRC financial mathematics series）

CRC Press, 2022

• paperback

Note

Content Type: text (rdacontent), Media Type: unmediated (rdamedia), Carrier Type: volume (rdacarrier)

Includes bibliographical references and index

Details

• NCID: BD10238241
• ISBN:
  • 9781032204321
• LCCN: 2021056123
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton
• Pages/Volumes: xiii, 268 pages
• Size: 24 cm
• Classification:
  • LCC : HG6024.A3
  • DC23 : 332.63/2
• Subject Headings:
  • LCSH : Derivative securities -- Mathematical models
  • LCSH : Investment analysis -- Mathematical models
  • LCSH : Business mathematics
• Parent Bibliography ID:
  • BA59871917