Exotic Options: A Guide to Second Generation Options (2nd Edition)

Name: Exotic Options: A Guide to Second Generation Options (2nd Edition)
Brand: World Scientific Pub Co Inc
SKU: 9789810234829
Price: 528.86 PLN
Availability: InStock

Autor: Peter G. Zhang

Język:

Oprawa: Twarda

Wydawca: World Scientific Pub Co Inc

Dostępność: 50 % szansa

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528.86 zł

This is the first systematic and extensive book on exotic options. The book covers essentially all p...

Informacje o książce

Autor

Peter G. Zhang

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

1998

strony

724

EAN

9789810234829

ISBN

9810234821

Enbook ID

13469566

Wydawca

World Scientific Pub Co Inc

Waga

955

Pełny opis

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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Exotic Options: A Guide to Second Generation Options (2nd Edition)

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