Condizione: As New. Unread book in perfect condition.
Condizione: New.
Da: Majestic Books, Hounslow, Regno Unito
EUR 155,30
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: New.
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 149,61
Quantità: 1 disponibili
Aggiungi al carrelloHardback. Condizione: New. New copy - Usually dispatched within 4 working days.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 148,67
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 149,60
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: New.
Condizione: New. 1st edition NO-PA16APR2015-KAP.
Da: moluna, Greven, Germania
EUR 124,48
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 170,58
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 173,30
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: New.
Da: Revaluation Books, Exeter, Regno Unito
EUR 222,12
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. 268 pages. 9.25x6.00x0.75 inches. In Stock.
Lingua: Inglese
Editore: Chapman And Hall/CRC Mai 2022, 2022
ISBN 10: 1032199024 ISBN 13: 9781032199023
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 146,80
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivatives. It then moves on to discuss the robust replication strategy of variance swaps using portfolio of options, which is one of the major milestones in pricing theory of variance derivatives. The replication procedure provides the theoretical foundation of the construction of VIX. This book provides sound arguments for formulating the pricing models of variance derivatives and establishes formal proofs of various technical results. Illustrative numerical examples are included to show accuracy and effectiveness of analytic and approximation methods. Features Useful for practitioners and quants in the financial industry who need to make choices between various pricing models of variance derivatives Fabulous resource for researchers interested in pricing and hedging issues of variance derivatives and VIX productsCan be used as a university textbook in a topic course on pricing variance derivatives 284 pp. Englisch.
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
EUR 173,53
Quantità: Più di 20 disponibili
Aggiungi al carrelloHRD. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Da: PBShop.store US, Wood Dale, IL, U.S.A.
EUR 179,64
Quantità: Più di 20 disponibili
Aggiungi al carrelloHRD. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 162,57
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivatives. It then moves on to discuss the robust replication strategy of variance swaps using portfolio of options, which is one of the major milestones in pricing theory of variance derivatives. The replication procedure provides the theoretical foundation of the construction of VIX. This book provides sound arguments for formulating the pricing models of variance derivatives and establishes formal proofs of various technical results. Illustrative numerical examples are included to show accuracy and effectiveness of analytic and approximation methods. Features Useful for practitioners and quants in the financial industry who need to make choices between various pricing models of variance derivatives Fabulous resource for researchers interested in pricing and hedging issues of variance derivatives and VIX productsCan be used as a university textbook in a topic course on pricing variance derivatives.