Articoli correlati a Exotic Options: A Guide To Second Generation Options...

Exotic Options: A Guide To Second Generation Options (2Nd Edition) - Brossura

Zhang, Peter G

 
9789810234829: Exotic Options: A Guide To Second Generation Options (2Nd Edition)
Brossura
ISBN 10: 9810234821 ISBN 13: 9789810234829
Casa editrice: Wspc, 1998

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
Wspc
Data di pubblicazione
1998
Lingua
Inglese
ISBN 10 
9810234821
ISBN 13 
9789810234829
Rilegatura
Copertina flessibile
Numero di pagine
722
Contatto del produttore
non disponibile
Persona responsabile
non disponibile