Wiley Advanced Equity Derivatives: Volatility and Correlation

Master the complexities of equity exotic derivatives with this comprehensive guide from Wiley Finance. Written by Sebastien Bossu, this book provides a deep look into the advanced concepts required for effective pricing and hedging in modern markets. It serves as a vital resource for financial modelers, option traders, and sophisticated investors looking to expand their knowledge beyond basic models. The text moves past standard frameworks to explore the most important theoretical and practical extensions of the Black-Scholes model. Readers will gain a clear understanding of how to navigate volatility and correlation in real-world trading scenarios. By bridging the gap between theory and practice, this book prepares professionals to handle complex market dynamics with greater precision. Each chapter is structured to support learning through numerous illustrations and selected problems. Whether you are studying implied volatility surface models or exploring local volatility models, this book provides the technical depth needed to succeed in professional finance. It is an essential addition to any quantitative finance library.