| Exotic Options: A Guide to Second Generation Options (2nd Edition) Contributor(s): Zhang, Peter Guangping (Author) |
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ISBN: 9810235216 ISBN-13: 9789810235215 Publisher: World Scientific Publishing Company OUR PRICE: $69.35 Product Type: Paperback - Other Formats Published: June 1998 |
| Additional Information |
| BISAC Categories: - Business & Economics | Investments & Securities - Futures - Business & Economics | Banks & Banking - Business & Economics | Business Mathematics |
| Dewey: 332.645 |
| LCCN: 98016273 |
| Physical Information: 1.5" H x 6.5" W x 9.7" (2.50 lbs) 724 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |