It takes the average reader 4 hours and 44 minutes to read Pricing Models of Volatility Products and Exotic Variance Derivatives by Yue Kuen Kwok
Assuming a reading speed of 250 words per minute. Learn more
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 to discuss the robust replication strategy of variance swaps using portfolio of options, which is one of the major milestones in pricing theory of variance derivatives. The replication procedure provides the theoretical foundation of the construction of VIX. This book provides sound arguments for...
Pricing Models of Volatility Products and Exotic Variance Derivatives by Yue Kuen Kwok is 282 pages long, and a total of 71,064 words.
This makes it 95% the length of the average book. It also has 87% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 6 hours and 28 minutes to read Pricing Models of Volatility Products and Exotic Variance Derivatives aloud.
Pricing Models of Volatility Products and Exotic Variance Derivatives is suitable for students ages 12 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
When deciding what to show young students always use your best judgement and consult a professional.
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