Корично изображение Електронна книга

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...

Пълно описание

Основен автор: Zhang, Peter G.
Формат: Електронна книга
Език: English
Публикувано: Singapore ; New Jersey : World Scientific, ℗♭1997.
Предмети:
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=83672
Подобни документи: Print version:: Exotic options.
Съдържание:
  • Preface; Acknowledgements; Chapter 1. From Vanilla Options to Exotic Options; Chapter 2. Option Pricing Methodology; Chapter 3. Vanilla Options; Chapter 4. American Options; Chapter 5. Asian Options; Chapter 6. Approximating Arithmetic Asian Options with Corresponding Geometric Asian Options; Chapter 7. Flexible Arithmetic Asian Options; Chapter 8. Forward-Start Options; Chapter 9. One-Clique Options; Chapter 10. Vanilla Barrier Options; Chapter 11. Exotic Barrier Options; Chapter 12. Lookback Options; Part IV: Correlation/Multiassets Options; Chapter 13. Exchange Options.