List Price: $168.00
Save: $8.40 (5%)
FREE delivery February 9 - March 3. Details
Usually ships within 3 to 4 days.
As an alternative, the Kindle eBook is available now and can be read on any device with the free Kindle app.
$$159.60 () Includes selected options. Includes initial monthly payment and selected options. Details
Price
Subtotal
$$159.60
Subtotal
Initial payment breakdown
Shipping cost, delivery date and order total (including tax) shown at checkout.
Your transaction is secure
We work hard to protect your security and privacy. Our payment security system encrypts your information during transmission. We don’t share your credit card details with third-party sellers, and we don’t sell your information to others. Learn more
Ships from United Kingdom and sold by Book Depository CA.
FREE delivery January 27 - February 8. Details
Used: Good | Details
Sold by GF Books, Inc.
Condition: Used: Good
Comment: Direct from the United States! A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting.
Share <Embed>

Download the free Kindle app and start reading Kindle books instantly on your smartphone, tablet, or computer – no Kindle device required. Learn more

Read instantly on your browser with Kindle Cloud Reader.

Using your mobile phone camera, scan the code below and download the Kindle app.

QR code to download the Kindle app

Enter your mobile phone or email address

Processing your request...

By pressing "Send link", you agree to Amazon's Conditions of Use.

You consent to receive an automated text message from or on behalf of Amazon about the Kindle App at your mobile number above. Consent is not a condition of any purchase. Message and data rates may apply.

Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more

Follow the Author

Something went wrong. Please try your request again later.


Advanced Equity Derivatives: Volatility and Correlation Hardcover – May 19 2014

3.9 out of 5 stars 2 ratings

Amazon Price
New from Used from
Kindle Edition
Hardcover
$159.60
$65.64 $49.08

Enhance your purchase

Frequently bought together

  • Advanced Equity Derivatives: Volatility and Correlation
  • +
  • The VIX Trader's Handbook: The history, patterns, and strategies every volatility trader needs to know
Total price:
To see our price, add these items to your cart.
One of these items ships sooner than the other.
Choose items to buy together.

Product description

From the Inside Flap

Equity exotic derivatives are staples of sophisticated investment and portfolio management strategies. Knowing the formulas that lead to correct fair value pricing and hedging of these instruments is requisite for trading equity-linked products and enhancing yields. Advanced Equity Derivatives is a resource for traders, analysts, and other finance professionals who want to gain an in-depth understanding of how these advanced instruments work. This book ventures far beyond vanilla products and instruments that were considered exotic thirty years ago, making it a definitive text in the field.

Written for readers with a solid background in basic equity derivatives pricing and advanced mathematics, this book references Black-Scholes and other standard formulas for exotics from the most common to the cutting-edge. With this background, readers can make use of detailed discussions of central concepts in advanced equity derivatives. Implied distributions, volatility derivatives, and correlation trading are among the topics addressed, and each chapter concludes with practice exercises and important derivations. Numerous illustrations allow readers to quickly grasp complicated concepts.

Sébastien Bossu is a highly experienced exotics specialist. In Advanced Equity Derivatives, he presents his own work alongside the work of others in the field in order to prepare readers to accurately price next-generation instruments. In 2004, Bossu discovered a moel that corrected errors in the pricing and hedging of correlation swaps, and this model forms the basis for the correlation chapters of this book. Other possibilities, including stochastic correlation models, are also thoroughly explored, giving readers a sufficient understanding to transpose formulas into any context.

This book builds on the concepts and principles explained by Bossu's popular textbook, An Introduction to Equity Derivatives. For investment professionals who need to go beyond the basics to manage risk and understand pricing models, this book is the indispensable next step. The front line of current equity exotics research is represented in the pages of Advanced Equity Derivatives. From standard instruments to brand new practices, this text quickly brings readers up to date on Wall Street standards and the direction of equity exotic derivatives markets.

From the Back Cover

Equity exotic derivatives are staples of sophisticated investment and portfolio management strategies. Knowing the formulas that lead to correct fair value pricing and hedging of these instruments is requisite for trading equity-linked products and enhancing yields. Advanced Equity Derivatives is a resource for traders, analysts, and other finance professionals who want to gain an in-depth understanding of how these advanced instruments work. This book ventures far beyond vanilla products and instruments that were considered exotic thirty years ago, making it a definitive text in the field.

Written for readers with a solid background in basic equity derivatives pricing and advanced mathematics, this book references Black-Scholes and other standard formulas for exotics from the most common to the cutting-edge. With this background, readers can make use of detailed discussions of central concepts in advanced equity derivatives. Implied distributions, volatility derivatives, and correlation trading are among the topics addressed, and each chapter concludes with practice exercises and important derivations. Numerous illustrations allow readers to quickly grasp complicated concepts.

Sébastien Bossu is a highly experienced exotics specialist. In Advanced Equity Derivatives, he presents his own work alongside the work of others in the field in order to prepare readers to accurately price next-generation instruments. In 2004, Bossu discovered a moel that corrected errors in the pricing and hedging of correlation swaps, and this model forms the basis for the correlation chapters of this book. Other possibilities, including stochastic correlation models, are also thoroughly explored, giving readers a sufficient understanding to transpose formulas into any context.

This book builds on the concepts and principles explained by Bossu's popular textbook, An Introduction to Equity Derivatives. For investment professionals who need to go beyond the basics to manage risk and understand pricing models, this book is the indispensable next step. The front line of current equity exotics research is represented in the pages of Advanced Equity Derivatives. From standard instruments to brand new practices, this text quickly brings readers up to date on Wall Street standards and the direction of equity exotic derivatives markets.

Product details

  • Publisher ‏ : ‎ Wiley; 1st edition (May 19 2014)
  • Language ‏ : ‎ English
  • Hardcover ‏ : ‎ 176 pages
  • ISBN-10 ‏ : ‎ 1118750969
  • ISBN-13 ‏ : ‎ 978-1118750964
  • Item weight ‏ : ‎ 344 g
  • Dimensions ‏ : ‎ 15.24 x 1.5 x 22.86 cm
  • Customer Reviews:
    3.9 out of 5 stars 2 ratings

Customer reviews

3.9 out of 5 stars
3.9 out of 5
2 global ratings
5 star
45%
4 star 0% (0%) 0%
3 star
55%
2 star 0% (0%) 0%
1 star 0% (0%) 0%

Top reviews from Canada

There are 0 reviews and 0 ratings from Canada

Top reviews from other countries

Stig Descamps
3.0 out of 5 stars Bad value for money
Reviewed in the United Kingdom on December 7, 2018
Verified Purchase
Amazon Customer
5.0 out of 5 stars A fantasticly, succinct reference to volatility trading
Reviewed in the United States on June 7, 2016
Verified Purchase
2 people found this helpful
Report abuse