{"product_id":"applied-quantitative-finance-for-equity-derivatives-second-edition-9780244741587","title":"Applied Quantitative Finance for Equity Derivatives, second edition","description":"\u003cp\u003e • Author(s): Jherek Healy\u003cbr\u003e • Publisher: Lulu.com\u003cbr\u003e • Publisher Imprint: Lulu.com\u003cbr\u003e • BISAC: General\u003c\/p\u003e\u003cp\u003eRevised and corrected in December 2018, this book presents the most significant equity derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standard models, viewed from the angle of a practitioner. A few key subjects explained in this book are: cash dividends for European, American, or exotic options; issues of the Dupire local volatility model and possible fixes; finite difference techniques for American options and exotics; Non-parametric regression for American options in Monte-Carlo, randomized simulations; the particle method for stochastic-local-volatility model with quasi-random numbers; numerical methods for the variance and volatility swaps; quadratures for options under stochastic volatility models; VIX options and dividend derivatives; backward\/forward representation of exotics. This second edition adds new arbitrage-free implied volatility interpolations, and covers various warrants, such as CBBCs.\u003c\/p\u003e","brand":"Atlantic Books","offers":[{"title":"Hardcover","offer_id":46427430879383,"sku":"9780244741587","price":6488.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780244741587.webp?v=1769100684","url":"https:\/\/atlanticbooks.com\/products\/applied-quantitative-finance-for-equity-derivatives-second-edition-9780244741587","provider":"Atlantic Books","version":"1.0","type":"link"}