{"product_id":"advanced-equity-derivatives-sebastien-bossu-9781118750964","title":"Advanced Equity Derivatives: Volatility and Correlation","description":"\u003cp\u003eIn \u003ci\u003eAdvanced Equity Derivatives: Volatility and Correlation\u003c\/i\u003e, S bastien 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.\u003c\/p\u003e \u003cp\u003eEach 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.\u003c\/p\u003e \u003cp\u003eThe author has a dual professional and academic background, making \u003ci\u003eAdvanced Equity Derivatives: Volatility and Correlation\u003c\/i\u003e 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.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Sebastien Bossu\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1118750969\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781118750964\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 05\/19\/2014\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 176\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.80lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.80d","brand":"Sebastien Bossu","offers":[{"title":"Hardcover","offer_id":43924134396159,"sku":"9781118750964","price":147.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_23fe25d1-f066-4795-a8af-81716ec3140c.jpg?v=1681068681","url":"https:\/\/www.whiterainbookhouse.com\/products\/advanced-equity-derivatives-sebastien-bossu-9781118750964","provider":"WR Book House","version":"1.0","type":"link"}