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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...

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Main Author: Zhang, Peter G.
Format: eBook
Language: English
Published: Singapore ; New Jersey : World Scientific, ℗♭1997.
Subjects:
Online Access: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=83672
Related Items: Print version:: Exotic options.