Details

Exotic Options: A Guide To Second Generation Options (2nd Edition)


Exotic Options: A Guide To Second Generation Options (2nd Edition)



von: Zhang Peter Guangping Zhang

234,00 €

Verlag: World Scientific Publishing
Format: PDF
Veröffentl.: 17.06.1998
ISBN/EAN: 9789812384966
Sprache: englisch
Anzahl Seiten: 724

DRM-geschütztes eBook, Sie benötigen z.B. Adobe Digital Editions und eine Adobe ID zum Lesen.

Beschreibungen

This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Counter (OTC) market, from digitals, quantos, spread options, lookback options, Asian options, vanilla barrier options, to various types of exotic barrier options and other options. Each type of exotic options is largely written in a separate chapter, beginning with the basic concepts of the products and then moving on to how to price them in closed-form solutions. Many pricing formulae and analyses which have not previously appeared in the literature are included and illustrated with detailed examples. It will be of great interest to traders, marketers, analysts, risk managers, professors, graduate students, and anyone who is interested in what is going on in the rapidly changing financial market.

Diese Produkte könnten Sie auch interessieren:

Goethe
Goethe
von: Waldtraut Lewin
EPUB ebook
11,99 €
Goethe ist gut
Goethe ist gut
von: Dagmar Matten-Gohdes, Marie Marcks
EPUB ebook
6,99 €
Es war einmal  ein echter König . Eins, zwei, drei
Es war einmal ein echter König . Eins, zwei, drei
von: Bodo Schulenburg, Elinor Weise
EPUB ebook
5,49 €