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

Zhang, Peter G

Brossura

ISBN 10: 9810235216 ISBN 13: 9789810235215

Casa editrice: Wspc, 1998

Riassunto

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.

Su questo libro

Product Description

Book by Zhang Peter G

Dettagli dell'edizione

• Editore: Wspc
• Data di pubblicazione: 1998
• Lingua: Inglese
• ISBN 10: 9810235216
• ISBN 13: 9789810235215
• Rilegatura: Copertina flessibile
• Numero edizione: 2
• Numero di pagine: 722
• Contatto del produttore: non disponibile
• Persona responsabile: GPSR Kontakt; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Germania