Exotic options trading /

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: De Weert, Frans
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, England ; Hoboken, NJ : John Wiley & Sons, ©2008.
Temas:
Exotic options (Finance)
Options exotiques (Finances)
BUSINESS & ECONOMICS > Investments & Securities > General.
Electronic Books.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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