Pricing models of volatility products and exotic variance derivatives
Year of publication: |
2022 ; First edition
|
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Authors: | Kwok, Yue-Kuen ; Zheng, Wendong |
Publisher: |
Boca Raton : CRC Press Taylor & Francis Group |
Subject: | Derivat | Derivative | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | CAPM |
Extent: | 1 online resource (xiv, 268 pages) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 978-1-003-26352-4 ; 1-003-26352-6 ; 978-1-000-58427-1 ; 1-000-58427-5 ; 978-1-000-58425-7 ; 1-000-58425-9 ; 978-1-032-19902-3 ; 978-1-032-20432-1 |
Other identifiers: | 10.1201/9781003263524 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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