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Exotic Options and Hybrids : a Guide to Structuring, Pricing and Trading.
Toxic waste ... it is a sad day when derivatives are described as toxic waste. Are these financial products really so, particularly those of exotic nature, or is it in fact people's grasp and usage of them that is the source of toxicity? While the use of derivatives increased in recent years at...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
John Wiley & Sons,
2010.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Exotic Options and Hybrids; Exotic Options and Hybrids; Contents; List of Symbols and Abbreviations; Preface; PART I FOUNDATIONS; 1 Basic Instruments; 2 The World of Structured Products; 3 Vanilla Options; 4 Volatility, Skew and Term Structure; 5 Option Sensitivities: Greeks; 6 Strategies Involving Options; 7 Correlation; PART II EXOTIC DERIVATIVES AND STRUCTURED PRODUCTS; 8 Dispersion; 9 Dispersion Options; 10 Barrier Options; 11 Digitals; 12 Autocallable Structures; PART III MORE ON EXOTIC STRUCTURES; 13 The Cliquet Family; 14 More Cliquets and Related Structures; 15 Mountain Range Options.
- 16 Volatility DerivativesPART IV HYBRID DERIVATIVES AND DYNAMIC STRATEGIES; 17 Asset Classes (I); 18 Asset Classes (II); 19 Structuring Hybrid Derivatives; 20 Pricing Hybrid Derivatives; 21 Dynamic Strategies and Thematic Indices; APPENDICES; A Models; B Approximations; Postscript; Bibliography; Index.