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...
| 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. |
| Резюме: |
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 arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as flexible Asian options with flexible weights to various observations in the average, Asian barrier options, correlation digital options, etc. Most of the analyses in this book are within t. |
|---|---|
| Физически характеристики: |
1 online resource (xvii, 675 pages) : illustrations |
| Библиография: |
Includes bibliographical references (pages 659-672) and index. |
| ISBN: |
9812384960 9789812384966 1281869716 9781281869715 9789814532921 9814532924 |