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Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew

Colin Bennett




[PDF.vl91] Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew

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 | #944840 in Books |  2014-04-24 | Original language:English |  9.25 x.75 x7.50l, | File type: PDF | 316 pages

||1 of 2 people found the following review helpful.| But the reviews are great, so I decided to put it away and ...|By anthony|I brought this book months ago. After my first and second read, I decided to return the book and write a very negative statement. But the reviews are great, so I decided to put it away and learn more about derivatives from other sources, especially on Options. So now after several months, and some very su|About the Author|Colin Bennett is a Managing Director and Head of Quantitative and Derivative Strategy at Banco Santander. Previously he was Head of Delta 1 Research at Barclays Capital, and Head of Convertible and Derivative Research at Dresdner Kleinwort. Col

This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community.
In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics.

“A master piece to learn in a ...

You can specify the type of files you want, for your device.Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew   |  Colin Bennett. Just read it with an open mind because none of us really know.

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