Könyv Exotic Options: A Guide to Second Generation Options (2nd Edition) Peter G. Zhang

Exotic Options: A Guide to Second Generation Options (2nd Edition)

Szerző: Peter G. Zhang
Nyelv: Angol
Kötés: Kemény kötésű
Elérhetőség: 50 % esély
Keressük az egész világon
47 481 Ft
This is the first systematic and extensive book on exotic options. The book covers essentially all p...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
1998
oldal
724
EAN
9789810234829
ISBN
9810234821
Enbook ID
13469566
Súly
955

Teljes leírás

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.

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