Hardback (15 Jun 2008)
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Out of stock
This title aims to present, in a unifying framework, a new class of derivatives, going from standard volatility derivatives, such as variance swaps, to the latest generation of products, such as options on variance and correlation swaps.
From award-winning research which changes the world to textbooks and study guides which educate and inspire, we publish across the humanities, social sciences and business for academics, students, professionals and librarians worldwide.With offices in London and New York, and sales teams across 50 countries, we have a global reach and as part of Macmillan Science and Education, are proud to uphold an unbroken tradition of over 170 years of academic publishing.
| ISBN: | 9780230549579 |
| Publisher: | Palgrave Macmillan |
| Imprint: | Palgrave Macmillan |
| Pub date: | 15 Jun 2008 |
| DEWEY: | 332.63221 |
| DEWEY edition: | 22 |
| Number of pages: | 224 |
| Weight: | -1g |
| Height: | 234mm |
| Width: | 156mm |
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