Pricing Models of Volatility Products and Exotic Variance Derivatives

By Wendong Zheng and Yue Kuen Kwok

Book Overview

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

• Format: Paperback
• Language: English
• ISBN: 103220432X
• ISBN13: 9781032204321
• Release Date: May 2024
• Publisher: CRC Press
• Length: 268 Pages
• Weight: 0.88 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"