Exotic options trading:
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Bibliographic Details
Main Author: De Weert, Frans (Author)
Format: Electronic eBook
Language:English
Published: Chichester, England John Wiley & Sons ©2008
Series:Wiley finance series
Subjects:
Online Access:Volltext
Item Description:Includes bibliographical references (page 175) and index
Exotic Options Trading; Contents; Preface; Acknowledgements; 1 Introduction; 2 Conventional Options, Forwards and Greeks; 3 Profit on Gamma and Relation to Theta; 4 Delta Cash and Gamma Cash; 5 Skew; 6 Simple Option Strategies; 7 Monte Carlo Processes; 8 Chooser Option; 9 Digital Options; 10 Barrier Options; 11 Forward Starting Options; 12 Ladder Options; 13 Lookback Options; 14 Cliquets; 15 Reverse Convertibles; 16 Autocallables; 17 Callable and Puttable Reverse Convertibles; 18 Asian Options; 19 Quanto Options; 20 Composite Options; 21 Outperformance Options; 22 Best of and Worst of Options
Physical Description:1 Online-Ressource (xii, 188 pages)
ISBN:9780470756317
0470756314

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