Merkliste
Die Merkliste ist leer.
Der Warenkorb ist leer.
Bitte warten - die Druckansicht der Seite wird vorbereitet.
Der Druckdialog öffnet sich, sobald die Seite vollständig geladen wurde.
Sollte die Druckvorschau unvollständig sein, bitte schliessen und "Erneut drucken" wählen.
Pricing Models of Volatility Products and Exotic Variance Derivatives
ISBN/GTIN

Pricing Models of Volatility Products and Exotic Variance Derivatives

BuchGebunden
CHF152.00

Beschreibung

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

Details

ISBN/GTIN978-1-032-19902-3
ProduktartBuch
EinbandGebunden
Erscheinungsdatum14.05.2022
ReiheChapman and Hall/CRC Financial Mathematics Series
Seiten268 Seiten
SpracheEnglisch
MasseBreite 156 mm, Höhe 234 mm
Gewicht640 g
IllustrationenFarb., s/w. Abb.
Artikel-Nr.24640090
KatalogBuchzentrum
Datenquelle-Nr.37958800
Weitere Details

Reihe

Autor

Yue Kuen Kwok is a professor in the Department of Mathematics and Financial Technology Thrust, the Hong Kong University of Science and Technology. Professor Kwok´s research interests concentrate on pricing and risk management of financial derivatives and structured insurance products. He has published more than 80 research articles in major research journals in quantitative finance and actuarial sciences. In addition, he is the author of two books on quantitative finance: Mathematical Models of Financial Derivatives and Saddlepoint Approximation Methods in Financial Engineering. He has provided consulting services to financial institutions on various aspects of trading structured products and credit risk management. Professor Kwok has served on the editorial boards of Journal of Economic and Dynamics Control, Asian-Pacific Financial Markets and International Journal of Financial Engineering. He earned his PhD in applied mathematics from Brown University in 1985.

Wendong Zheng joined Credit Suisse in Hong Kong in 2018. He is currently a vice president in the Quantitative Strategies Group, covering equity and hybrid derivatives modeling and trading. Before joining Credit Suisse, he held positions at Bank of China International and Barclays Investment Bank. He has performed both academic and industrial works on pricing and trading volatility derivatives. Also, he has co-authored the book Saddlepoint Approximation Methods in Financial Engineering. Dr. Zheng holds a PhD in mathematics from the Hong Kong University of Science and Technology.