Exotic options: a guide to second generation options
Each type of exotic options is largely written in a separate chapter, beginnning 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 illustra...
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c1997
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Schlagworte: | |
Online-Zugang: | FHN01 URL des Erstveroeffentlichers |
Zusammenfassung: | Each type of exotic options is largely written in a separate chapter, beginnning 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 |
Beschreibung: | xvii, 675 p. ill |
ISBN: | 9789814532921 |
Internformat
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Datensatz im Suchindex
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any_adam_object | |
author | Zhang, Peter G. |
author_facet | Zhang, Peter G. |
author_role | aut |
author_sort | Zhang, Peter G. |
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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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illustrated | Not Illustrated |
indexdate | 2024-07-10T07:57:56Z |
institution | BVB |
isbn | 9789814532921 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030037823 |
oclc_num | 1012658164 |
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physical | xvii, 675 p. ill |
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publisher | World Scientific Pub. Co. |
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spelling | Zhang, Peter G. Verfasser aut Exotic options a guide to second generation options Peter G. Zhang Singapore World Scientific Pub. Co. c1997 xvii, 675 p. ill txt rdacontent c rdamedia cr rdacarrier Each type of exotic options is largely written in a separate chapter, beginnning 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 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 Erscheint auch als Druck-Ausgabe 9789810222222 Erscheint auch als Druck-Ausgabe 981022222X Erscheint auch als Druck-Ausgabe 9810222238 http://www.worldscientific.com/worldscibooks/10.1142/2713#t=toc Verlag URL des Erstveroeffentlichers 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 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 | 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 | Options (Finance) / Mathematical models Derivative securities / Mathematical models Optionsgeschäft Exotic options Optionspreistheorie |
url | http://www.worldscientific.com/worldscibooks/10.1142/2713#t=toc |
work_keys_str_mv | AT zhangpeterg exoticoptionsaguidetosecondgenerationoptions |