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

Language EnglishEnglish
Book Hardback
Book Exotic Options: A Guide to Second Generation Options (2nd Edition) Peter G. Zhang
Libristo code: 13469566
Publishers World Scientific Pub Co Inc, May 1998
This is the first systematic and extensive book on exotic options. The book covers essentially all p... Full description
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130.78 €
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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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About the book

Full name Exotic Options: A Guide to Second Generation Options (2nd Edition)
Author Peter G. Zhang
Language English
Binding Book - Hardback
Date of issue 1998
Number of pages 724
EAN 9789810234829
ISBN 9810234821
Libristo code 13469566
Publishers World Scientific Pub Co Inc
Weight 955

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
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