72 Posts

Book Review: Advanced Equity Derivatives

Advanced Equity Derivatives: Volatility and Correlation

Sébastien Bossu reviews important concepts and recent developments in option pricing and modeling, including the latest generation of equity derivatives: volatility and correlation derivatives. Readers should have some familiarity with basic equity derivatives pricing and advanced mathematics because this book references the Black–Scholes model and other formulas for exotics. Read more

Leave a Comment