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Pricing and Managing Exotic and Hybrid Options

Bhansali, Vineer

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ISBN 10: 0070066698 / ISBN 13: 9780070066694
Verlag: McGraw-Hill Companies, 1998
Gebraucht Zustand very good
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Pricing and Managing Exotic and Hybrid Options provides detailed, fully supported explanations of how these instruments are priced, and state-of-the-art ways to manage them in a multidimensional portfolio. Citibank trader and risk manager Vineer Bhansali provides detailed examples of risk management instruments from the synthesis of major market classes.

Klappentext: Today's exotic and hybrid options provide, for many risk managers, the ideal risk-protection tool. Still, many of the rules and strategies are still being formulated, resulting in frequent and costly calculation errors and misunderstandings! Pricing and Managing Exotic and Hybrid Options introduces methods for pricing, trading, and managing this new generation of derivative products. Risk managers and traders can turn to this practical, hands-on book for detailed mathematical analyses and in-depth coverage including: Correlation\=A complete description, and why it is the most important factor to quantify; Computer code\=Sophisticated techniques for building a cutomized pricing mechanism; The valuable appendices\=Tools and summaries to which practitioners can quickly refer when pricing, trading, and managing their own protfolios. Pricing and Managing Exotic and Hybrid Options communicates the fundamental dependence and consequences of correlation effects for the new generation of financial products. But more than that, its uniquely perceptive and intuitive approach equips traders and risk managers with clear mechanisms for pricing exotic and hybrid options, establsihes strategies for managing them, and carefully illustrates methods for integrating them into an overall risk-management portfolio.

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Bibliografische Details

Titel: Pricing and Managing Exotic and Hybrid ...

Verlag: McGraw-Hill Companies

Erscheinungsdatum: 1998

Zustand: very good


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