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

Zhang, Peter G

 
9789810234829: Exotic Options: A Guide To Second Generation Options (2Nd Edition)
Tapa blanda
ISBN 10: 9810234821 ISBN 13: 9789810234829
Editorial: Wspc, 1998

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

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.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Wspc
Año de publicación
1998
Idioma
Inglés
ISBN 10 
9810234821
ISBN 13 
9789810234829
Encuadernación
Tapa blanda
Número de páginas
722
Contacto del fabricante
no disponible
Persona responsable
no disponible