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

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

A Guide to Second Generation Options

Peter Guangping Zhang

  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

Book details
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
Economía
Subtopic
Bancos y banca

Table of contents

  1. Preface
  2. Acknowledgements
  3. Part I: Introduction to Exotic Options and Option Pricing Methodology
  4. Chapter 1. From Vanilla Options to Exotic Options
  5. Chapter 2. Option Pricing Methodology
  6. Part II: Standard Options
  7. Chapter 3. Vanilla Options
  8. Chapter 4. American Options
  9. Part III: Path-Dependent Options
  10. Chapter 5. Asian Options
  11. Chapter 6. Approximating Arithmetic Asian Options with Corresponding Geometric Asian Options
  12. Chapter 7. Flexible Arithmetic Asian Options
  13. Chapter 8. Forward-Start Options
  14. Chapter 9. One-Clique Options
  15. Chapter 10. Vanilla Barrier Options
  16. Chapter 11. Exotic Barrier Options
  17. Chapter 12. Lookback Options
  18. Part IV: Correlation/Multiassets Options
  19. Chapter 13. Exchange Options
  20. Chapter 14. Options Paying the Best/Worst and Cash
  21. Chapter 15. Standard Digital Options and Correlation Digital Options
  22. Chapter 16. Quotient Options
  23. Chapter 17. Product Options and Foreign Domestic Options
  24. Chapter 18. Foreign Equity Options
  25. Chapter 19. Equity-Linked Foreign Exchange Options
  26. Chapter 20. Quanto Options
  27. Chapter 21. Rainbow Options
  28. Chapter 22. Spread Options
  29. Chapter 23. Spread Over the Rainbows
  30. Chapter 24. Dual-Strike Options
  31. Chapter 25. Out-Performance Options
  32. Chapter 26. Alternative Options
  33. Chapter 27. Basket Options
  34. Chapter 28. Pricing Correlation Options with Uncertain Correlation Coefficients
  35. Part. V: Other Options
  36. Chapter 29. Package or Hybrid Options
  37. Chapter 30. Nonlinear Payoff Options
  38. Chapter 31. Compound Options
  39. Chapter 32. Chooser Options
  40. Chapter 33. Contingent Premium Options
  41. Chapter 34. Other Exotic Options
  42. Part VI: Hedging Exotic Options and Further Development of Exotic Options
  43. Chapter 35. Hedging Exotic Options
  44. Chapter 36. Further Development
  45. Appendix I. Payoff Functions for Various Options
  46. Appendix II. Table of Cumulative Function Values of the Standard Normal Distribution
  47. References
  48. Subject Index