Exotic options : a guide to second generation options /
This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic options. It includes argu...
|Main Author:||Zhang, Peter G.|
Singapore ; New Jersey :
|Available on the Internet from American University in Bulgaria:|
|Check holdings at Paniza Library, AUBG||Call Number:||
HG6024.A3 Z43 1997eb