Wendong Zheng – författare

Visar alla böcker från författaren Wendong Zheng. Handla med fri frakt och snabb leverans.

6 produkter

1. 

   Pricing Models of Volatility Products and Exotic Variance Derivatives

   Av Wendong Zheng, Yue Kuen Kwok

   E-bok, 2022

   864 kr

   Lägg i varukorg

   Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivatives. It then moves on …

2. 

   Pricing Models of Volatility Products and Exotic Variance Derivatives

   Av Wendong Zheng, Yue Kuen Kwok

   E-bok, 2022

   883 kr

   Lägg i varukorg

   Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivatives. It then moves on …

3. 

   Pricing Models of Volatility Products and Exotic Variance Derivatives

   Av Yue Kuen Kwok, Wendong Zheng

   Inbunden, 2022

   1892 kr

   Lägg i varukorg

   Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivatives. It then moves on …

4. 

   Pricing Models of Volatility Products and Exotic Variance Derivatives

   Av Yue Kuen Kwok, Wendong Zheng

   Häftad, 2024

   776 kr

   Lägg i varukorg

   Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading and uses of variance derivatives. It then moves on …

5. 

   Saddlepoint Approximation Methods in Financial Engineering

   Av Yue Kuen Kwok, Wendong Zheng

   Häftad, 2018

   551 kr

   Lägg i varukorg

   This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives and calculating risk contributions to Value-at-Risk and Expected Shortfall in credit portfolios under various default correlation models. …

6. 

   Saddlepoint Approximation Methods in Financial Engineering

   Av Wendong Zheng, Yue Kuen Kwok

   E-bok, 2018

   718 kr

   Lägg i varukorg

   This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives and calculating risk contributions to Value-at-Risk and Expected Shortfall in credit portfolios under various default correlation models. …