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

A Guide to Second Generation Options

Peter Guangping Zhang

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  1. 724 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

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

A Guide to Second Generation Options

Peter Guangping Zhang

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Table of contents
Citations

About This Book

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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Information

Publisher
World Scientific
Year
1998
ISBN
9789812384966
Edition
2
Topic
Économie
Subtopic
Banques et services bancaires

Table of contents