Advanced Equity Derivatives

In Advanced Equity Derivatives: Volatility andCorrelation, Sébastien Bossu reviews and explains theadvanced concepts used for pricing and hedging equity exoticderivatives. Designed for financial modelers, option tradersand sophisticated investors, the content covers the most importanttheoretical and practical extensions of the Black-Scholesmodel. Each chapter includes numerous illustrations and a shortselection of problems, covering key topics such as impliedvolatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlationmeasures, correlation trading, local correlation models andstochastic correlation.
The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility andCorrelation the perfect reference for quantitative researchersand mathematically savvy finance professionals looking to acquirean in-depth understanding of equity exotic derivatives pricing andhedging.