Exotic Options: A Guide To Second Generation Options (2nd Edition) (e-bog) af Peter Guangping Zhang, Zhang

Exotic Options: A Guide To Second Generation Options (2nd Edition) e-bog

436,85 DKK (inkl. moms 546,06 DKK)
This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Counter (OTC) market, from digitals, quantos, spread options, lookback options, Asian options, vanilla barrier options, to various types of exotic barrier options and other options. Each type of exotic options is largely written in a separat...
E-bog 436,85 DKK
Forfattere Peter Guangping Zhang, Zhang (forfatter)
Udgivet 17 juni 1998
Længde 724 sider
Genrer Econometrics and economic statistics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9789814496148
This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Counter (OTC) market, from digitals, quantos, spread options, lookback options, Asian options, vanilla barrier options, to various types of exotic barrier options and other options. Each type of exotic options is largely written in a separate chapter, beginning 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.