In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains advanced concepts used for pricing and hedging equity exotic derivatives, designed for financial modelers, option traders, and sophisticated investors. The content covers the most important theoretical and practical extensions of the Black-Scholes model. Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models, and stochastic correlation. The author’s dual professional and academic background makes this reference ideal for quantitative researchers and mathematically savvy finance professionals seeking an in-depth understanding of equity exotic derivatives pricing and hedging.