Exotic options :: a guide to second generation 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 argu...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore ; New Jersey :
World Scientific,
©1997.
|
| Schlagworte: | |
| Online-Zugang: | Volltext Volltext |
| Zusammenfassung: | 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 resource (xvii, 675 pages) : illustrations |
| Bibliographie: | Includes bibliographical references (pages 659-672) and index. |
| ISBN: | 9812384960 9789812384966 1281869716 9781281869715 9789814532921 9814532924 |
Internformat
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| 245 | 1 | 0 | |a Exotic options : |b a guide to second generation options / |c Peter G. Zhang. |
| 260 | |a Singapore ; |a New Jersey : |b World Scientific, |c ©1997. | ||
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| 505 | 0 | |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. | |
| 520 | |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. | ||
| 650 | 0 | |a Options (Finance) |x Mathematical models. | |
| 650 | 0 | |a Derivative securities |x Mathematical models. |0 http://id.loc.gov/authorities/subjects/sh2009123216 | |
| 650 | 0 | |a Exotic options (Finance) |0 http://id.loc.gov/authorities/subjects/sh97004611 | |
| 650 | 0 | |a Derivative securities. |0 http://id.loc.gov/authorities/subjects/sh93005704 | |
| 650 | 0 | |a Financial instruments. |0 http://id.loc.gov/authorities/subjects/sh91002259 | |
| 650 | 0 | |a Options (Finance) |0 http://id.loc.gov/authorities/subjects/sh85109239 | |
| 650 | 6 | |a Options exotiques (Finances) | |
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| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Options (Finance) |2 fast | |
| 650 | 7 | |a Financial instruments |2 fast | |
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| 650 | 7 | |a Derivative securities |2 fast | |
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| 650 | 1 | 7 | |a Opties. |2 gtt |
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Datensatz im Suchindex
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| _version_ | 1816881609184378880 |
| adam_text | |
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| author | Zhang, Peter G. |
| author_facet | Zhang, Peter G. |
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| building | Verbundindex |
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| contents | 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. |
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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 | Illustrated |
| indexdate | 2024-11-27T13:15:26Z |
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| spelling | Zhang, Peter G. Exotic options : a guide to second generation options / Peter G. Zhang. Singapore ; New Jersey : World Scientific, ©1997. 1 online resource (xvii, 675 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier Includes bibliographical references (pages 659-672) and index. Print version record. 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. Options (Finance) Mathematical models. Derivative securities Mathematical models. http://id.loc.gov/authorities/subjects/sh2009123216 Exotic options (Finance) http://id.loc.gov/authorities/subjects/sh97004611 Derivative securities. http://id.loc.gov/authorities/subjects/sh93005704 Financial instruments. http://id.loc.gov/authorities/subjects/sh91002259 Options (Finance) http://id.loc.gov/authorities/subjects/sh85109239 Options exotiques (Finances) Instruments dérivés (Finances) Instruments financiers. Options (Finances) Options (Finances) Modèles mathématiques. Instruments dérivés (Finances) Modèles mathématiques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Options (Finance) fast Financial instruments fast Exotic options (Finance) fast Derivative securities fast Derivative securities Mathematical models fast Options (Finance) Mathematical models fast Exotic options gnd Opties. gtt Risicobeheersing. gtt has work: Exotic options (Text) https://id.oclc.org/worldcat/entity/E39PCFCfKdw8k9xmKyqmmpYTMd https://id.oclc.org/worldcat/ontology/hasWork Print version: Zhang, Peter G. Exotic options. Singapore ; New Jersey : World Scientific, ©1997 981022222X (OCoLC)36851298 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=824759 Volltext FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=83672 Volltext |
| spellingShingle | Zhang, Peter G. Exotic options : a guide to second generation options / 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. Options (Finance) Mathematical models. Derivative securities Mathematical models. http://id.loc.gov/authorities/subjects/sh2009123216 Exotic options (Finance) http://id.loc.gov/authorities/subjects/sh97004611 Derivative securities. http://id.loc.gov/authorities/subjects/sh93005704 Financial instruments. http://id.loc.gov/authorities/subjects/sh91002259 Options (Finance) http://id.loc.gov/authorities/subjects/sh85109239 Options exotiques (Finances) Instruments dérivés (Finances) Instruments financiers. Options (Finances) Options (Finances) Modèles mathématiques. Instruments dérivés (Finances) Modèles mathématiques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Options (Finance) fast Financial instruments fast Exotic options (Finance) fast Derivative securities fast Derivative securities Mathematical models fast Options (Finance) Mathematical models fast Exotic options gnd Opties. gtt Risicobeheersing. gtt |
| subject_GND | http://id.loc.gov/authorities/subjects/sh2009123216 http://id.loc.gov/authorities/subjects/sh97004611 http://id.loc.gov/authorities/subjects/sh93005704 http://id.loc.gov/authorities/subjects/sh91002259 http://id.loc.gov/authorities/subjects/sh85109239 |
| 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. http://id.loc.gov/authorities/subjects/sh2009123216 Exotic options (Finance) http://id.loc.gov/authorities/subjects/sh97004611 Derivative securities. http://id.loc.gov/authorities/subjects/sh93005704 Financial instruments. http://id.loc.gov/authorities/subjects/sh91002259 Options (Finance) http://id.loc.gov/authorities/subjects/sh85109239 Options exotiques (Finances) Instruments dérivés (Finances) Instruments financiers. Options (Finances) Options (Finances) Modèles mathématiques. Instruments dérivés (Finances) Modèles mathématiques. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Options (Finance) fast Financial instruments fast Exotic options (Finance) fast Derivative securities fast Derivative securities Mathematical models fast Options (Finance) Mathematical models fast Exotic options gnd Opties. gtt Risicobeheersing. gtt |
| topic_facet | Options (Finance) Mathematical models. Derivative securities Mathematical models. Exotic options (Finance) Derivative securities. Financial instruments. Options (Finance) Options exotiques (Finances) Instruments dérivés (Finances) Instruments financiers. Options (Finances) Options (Finances) Modèles mathématiques. Instruments dérivés (Finances) Modèles mathématiques. BUSINESS & ECONOMICS Investments & Securities General. Financial instruments Derivative securities Derivative securities Mathematical models Options (Finance) Mathematical models Exotic options Opties. Risicobeheersing. |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=824759 https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=83672 |
| work_keys_str_mv | AT zhangpeterg exoticoptionsaguidetosecondgenerationoptions |