一本值得看的書
8本,全英文
目錄流覽:
Chapter 1: Introduction
Chapter 2: Volatility Forecasting
Chapter 3: Correlation Modeling
Chapter 4: Modeling the Conditional Distribution
Chapter 5: Simulation-Based Methods
Chapter 6: Option Pricing
Chapter 7: Option Risk Management
Chapter 8: Backtesting and Stress Testing
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