In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model.
Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models and stochastic correlation.
The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility and Correlation the perfect reference for quantitative researchers and mathematically savvy finance professionals looking to acquire an in-depth understanding of equity exotic derivatives pricing and hedging.
Keywords: General Finance & Investments, Advanced Equity Derivatives, Sebastien Bossu, equity derivatives, exotic options, OTC options, portfolio management, risk management, market volatility, volatility and correlation, volatility modeling, correlation trading, equity exotic derivatives, correlation modeling, quantitative finance, OTC trading, pricing and hedging, equity markets, market speculation, financial modeling, option trading, Black-Scholes model