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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Bibliographic Details
Main Author: Zhang, Peter G. (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific Pub. Co. c1997
Subjects:
Online Access:FHN01
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Summary: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
Physical Description:xvii, 675 p. ill
ISBN:9789814532921

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