Exotic Options: A Guide To Second Generation Options - Softcover

Zhang, Peter Guangping

Softcover

ISBN 10: 9810222238 ISBN 13: 9789810222239

Verlag: World Scientific Publishing Co Pte Ltd, 1997

Über diesen Titel

Reseña del editor:

This is a systematic classification and treatment of essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It aims to be an industry standard book on this subject. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic optics. It includes arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as Asian options with the underlying assets, etc. Most of the analyses in this book are within the Black-Scholes environment so that comparisons of each type of exotic options with the Black-Schles model can be made readily. Emphases have been paid to illustrate the ideas of products clearly and show how to use the pricing expressions conveniently. The book contains many pricing formulae and analyses which do not exist in the literature. The book is suitable for traders, analysts, risk managers, marketers, sales people, professionals in the derivatives industry, and financial professionals in general who have an interest in the concurrent status of the exotic derivatives market. It is also of great interest to professors and graduate students who want to catch up with the ever growing innovation process in the derivatives industry. Scientists, engineers, computer programmers, and other professionals may also find the book an efficient way to grasp some financial ideas and connect financial products with mathematical tools.

Über diese Auflage

• Verlag: World Scientific Publishing Co Pte Ltd
• Erscheinungsdatum: 1997
• ISBN 10: 9810222238
• ISBN 13: 9789810222239
• Einband: Tapa blanda
• Anzahl der Seiten: 696