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Exotic Options: A Guide To Second Generation Options (2Nd Edition) - Softcover

Zhang, Peter G

 
9789810234829: Exotic Options: A Guide To Second Generation Options (2Nd Edition)
Softcover
ISBN 10: 9810234821 ISBN 13: 9789810234829
Verlag: Wspc, 1998

Inhaltsangabe

This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Counter (Otc) market, from digitals, quantos, spread options, lookback options, Asian options, vanilla barrier options, to various types of exotic barrier options and other options. Each type of exotic options is largely written in a separate chapter, beginning with the basic concepts of the products and then moving on to how to price them in closed-form solutions. Many pricing formulae and analyses which have not previously appeared in the literature are included and illustrated with detailed examples. It will be of great interest to traders, marketers, analysts, risk managers, professors, graduate students, and anyone who is interested in what is going on in the rapidly changing financial market.

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Von der hinteren Coverseite

This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Counter (OTC) market, from digitals, quantos, spread options, lookback options, Asian options, vanilla barrier options, to various types of exotic barrier options and other options. Each type of exotic options is largely written in a separate chapter, beginning with the basic concepts of the products and then moving on to how to price them in closed-form solutions. Many pricing formulae and analyses which have not previously appeared in the literature are included and illustrated with detailed examples. It will be of great interest to traders, marketers, analysts, risk managers, professors, graduate students, and anyone who is interested in what is going on in the rapidly changing financial market.

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Verlag
Wspc
Erscheinungsdatum
1998
Sprache
Englisch
ISBN 10 
9810234821
ISBN 13 
9789810234829
Einband
Taschenbuch
Anzahl der Seiten
722
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar