Pricing Models Of Volatility Products And Exotic Variance Derivatives Av Yue Kuen Kwok, Wendong Zheng

Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness,...

The bestselling guide-updated to help traders capitalize on the latest developments and trends in option products and trading strategies

Using carefully-chosen examples, this book explains how to create well-designed, structured, reusable code, particularly for financial applications. New chapters explain interfacing C++ with EXCEL, designing a generic factory, and improving code design...