Exotic options: a guide to second generation options
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific
c1997
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references (p. 659-672) and index Preface; Acknowledgements; Chapter 1. From Vanilla Options to Exotic Options; Chapter 2. Option Pricing Methodology; Chapter 3. Vanilla Options; Chapter 4. American Options; Chapter 5. Asian Options; Chapter 6. Approximating Arithmetic Asian Options with Corresponding Geometric Asian Options; Chapter 7. Flexible Arithmetic Asian Options; Chapter 8. Forward-Start Options; Chapter 9. One-Clique Options; Chapter 10. Vanilla Barrier Options; Chapter 11. Exotic Barrier Options; Chapter 12. Lookback Options; Part IV: Correlation/Multiassets Options; Chapter 13. Exchange Options This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic options. It includes arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as flexible Asian options with flexible weights to various observations in the average, Asian barrier options, correlation digital options, etc. Most of the analyses in this book are within t |
| Beschreibung: | 1 Online-Ressource (xvii, 675 p.) |
| ISBN: | 9812384960 9789812384966 1281869716 9781281869715 9789814532921 9814532924 981022222X 9789810222222 9810222238 9789810222239 |
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| 100 | 1 | |a Zhang, Peter G. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Exotic options |b a guide to second generation options |c Peter G. Zhang |
| 264 | 1 | |a Singapore |b World Scientific |c c1997 | |
| 300 | |a 1 Online-Ressource (xvii, 675 p.) | ||
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| 500 | |a Includes bibliographical references (p. 659-672) and index | ||
| 500 | |a Preface; Acknowledgements; Chapter 1. From Vanilla Options to Exotic Options; Chapter 2. Option Pricing Methodology; Chapter 3. Vanilla Options; Chapter 4. American Options; Chapter 5. Asian Options; Chapter 6. Approximating Arithmetic Asian Options with Corresponding Geometric Asian Options; Chapter 7. Flexible Arithmetic Asian Options; Chapter 8. Forward-Start Options; Chapter 9. One-Clique Options; Chapter 10. Vanilla Barrier Options; Chapter 11. Exotic Barrier Options; Chapter 12. Lookback Options; Part IV: Correlation/Multiassets Options; Chapter 13. Exchange Options | ||
| 500 | |a This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic options. It includes arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as flexible Asian options with flexible weights to various observations in the average, Asian barrier options, correlation digital options, etc. Most of the analyses in this book are within t | ||
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| 650 | 4 | |a Instruments financiers | |
| 650 | 4 | |a Options (Finances) | |
| 650 | 7 | |a Exotic options |2 swd | |
| 650 | 7 | |a Opties |2 gtt | |
| 650 | 7 | |a Risicobeheersing |2 gtt | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Options (Finance) |x Mathematical models | |
| 650 | 4 | |a Derivative securities |x Mathematical models | |
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Datensatz im Suchindex
| _version_ | 1804175300170350592 |
|---|---|
| any_adam_object | |
| author | Zhang, Peter G. |
| author_facet | Zhang, Peter G. |
| author_role | aut |
| author_sort | Zhang, Peter G. |
| author_variant | p g z pg pgz |
| building | Verbundindex |
| bvnumber | BV042970234 |
| collection | ZDB-4-EBA ZDB-4-EBU |
| ctrlnum | (OCoLC)52741631 (DE-599)BVBBV042970234 |
| dewey-full | 332.64/5 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/5 |
| dewey-search | 332.64/5 |
| dewey-sort | 3332.64 15 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042970234 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:14:06Z |
| institution | BVB |
| isbn | 9812384960 9789812384966 1281869716 9781281869715 9789814532921 9814532924 981022222X 9789810222222 9810222238 9789810222239 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028396100 |
| oclc_num | 52741631 |
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| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (xvii, 675 p.) |
| psigel | ZDB-4-EBA ZDB-4-EBU FAW_PDA_EBA FLA_PDA_EBU |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | World Scientific |
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| spelling | Zhang, Peter G. Verfasser aut Exotic options a guide to second generation options Peter G. Zhang Singapore World Scientific c1997 1 Online-Ressource (xvii, 675 p.) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references (p. 659-672) and index Preface; Acknowledgements; Chapter 1. From Vanilla Options to Exotic Options; Chapter 2. Option Pricing Methodology; Chapter 3. Vanilla Options; Chapter 4. American Options; Chapter 5. Asian Options; Chapter 6. Approximating Arithmetic Asian Options with Corresponding Geometric Asian Options; Chapter 7. Flexible Arithmetic Asian Options; Chapter 8. Forward-Start Options; Chapter 9. One-Clique Options; Chapter 10. Vanilla Barrier Options; Chapter 11. Exotic Barrier Options; Chapter 12. Lookback Options; Part IV: Correlation/Multiassets Options; Chapter 13. Exchange Options This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic options. It includes arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as flexible Asian options with flexible weights to various observations in the average, Asian barrier options, correlation digital options, etc. Most of the analyses in this book are within t BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities / Mathematical models fast Options (Finance) / Mathematical models fast Optionsgeschäft / Theorie Options exotiques (Finances) Instruments dérivés (Finances) Instruments financiers Options (Finances) Exotic options swd Opties gtt Risicobeheersing gtt Mathematisches Modell Wirtschaft Options (Finance) Mathematical models Derivative securities Mathematical models Optionsgeschäft (DE-588)4043670-6 gnd rswk-swf Exotic options (DE-588)4450269-2 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Exotic options (DE-588)4450269-2 s Optionspreistheorie (DE-588)4135346-8 s 1\p DE-604 Optionsgeschäft (DE-588)4043670-6 s 2\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=83672 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Zhang, Peter G. Exotic options a guide to second generation options BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities / Mathematical models fast Options (Finance) / Mathematical models fast Optionsgeschäft / Theorie Options exotiques (Finances) Instruments dérivés (Finances) Instruments financiers Options (Finances) Exotic options swd Opties gtt Risicobeheersing gtt Mathematisches Modell Wirtschaft Options (Finance) Mathematical models Derivative securities Mathematical models Optionsgeschäft (DE-588)4043670-6 gnd Exotic options (DE-588)4450269-2 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| subject_GND | (DE-588)4043670-6 (DE-588)4450269-2 (DE-588)4135346-8 |
| title | Exotic options a guide to second generation options |
| title_auth | Exotic options a guide to second generation options |
| title_exact_search | Exotic options a guide to second generation options |
| title_full | Exotic options a guide to second generation options Peter G. Zhang |
| title_fullStr | Exotic options a guide to second generation options Peter G. Zhang |
| title_full_unstemmed | Exotic options a guide to second generation options Peter G. Zhang |
| title_short | Exotic options |
| title_sort | exotic options a guide to second generation options |
| title_sub | a guide to second generation options |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Derivative securities / Mathematical models fast Options (Finance) / Mathematical models fast Optionsgeschäft / Theorie Options exotiques (Finances) Instruments dérivés (Finances) Instruments financiers Options (Finances) Exotic options swd Opties gtt Risicobeheersing gtt Mathematisches Modell Wirtschaft Options (Finance) Mathematical models Derivative securities Mathematical models Optionsgeschäft (DE-588)4043670-6 gnd Exotic options (DE-588)4450269-2 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Derivative securities / Mathematical models Options (Finance) / Mathematical models Optionsgeschäft / Theorie Options exotiques (Finances) Instruments dérivés (Finances) Instruments financiers Options (Finances) Exotic options Opties Risicobeheersing Mathematisches Modell Wirtschaft Options (Finance) Mathematical models Derivative securities Mathematical models Optionsgeschäft Optionspreistheorie |
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