Pricing Models of Volatility Products and Exotic Variance Derivatives
€174.90
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Product Information
| ISBN | 9781032199023 |
|---|---|
| Publisher | Taylor & Francis Ltd |
| Price (excl. tax) | €165.00 |
| Tax | €9.90 |
| Price (incl. tax) | €174.90 |
| Availability | 1 unit in external warehouse |
Product Description
This book summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. .