Exotic options trading /
| Основен автор: | De Weert, Frans. |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Chichester, England ; Hoboken, NJ :
John Wiley & Sons,
℗♭2008.
|
| Серия: |
Wiley finance series.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=231398 |
| Подобни документи: |
Print version::
Exotic options trading. |
Съдържание:
- Exotic Options Trading; Contents; Preface; Acknowledgements; 1 Introduction; 2 Conventional Options, Forwards and Greeks; 3 Profit on Gamma and Relation to Theta; 4 Delta Cash and Gamma Cash; 5 Skew; 6 Simple Option Strategies; 7 Monte Carlo Processes; 8 Chooser Option; 9 Digital Options; 10 Barrier Options; 11 Forward Starting Options; 12 Ladder Options; 13 Lookback Options; 14 Cliquets; 15 Reverse Convertibles; 16 Autocallables; 17 Callable and Puttable Reverse Convertibles; 18 Asian Options; 19 Quanto Options; 20 Composite Options; 21 Outperformance Options; 22 Best of and Worst of Options.