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...

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Bibliographische Detailangaben
1. Verfasser: Zhang, Peter G. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific Pub. Co. c1997
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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

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