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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore ; New Jersey :
World Scientific,
©1997.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Zhang, Peter G. | |
| 245 | 1 | 0 | |a Exotic options : |b a guide to second generation options / |c Peter G. Zhang. |
| 260 | |a Singapore ; |a New Jersey : |b World Scientific, |c ©1997. | ||
| 300 | |a 1 online resource (xvii, 675 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references (pages 659-672) and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Preface; Acknowledgements; Chapter 1. From Vanilla Options to Exotic Options; Chapter 2. Option Pricing Methodology; Chapter 3. Vanilla Options; Chapter 4. American Options; Chapter 5. Asian Options; Chapter 6. Approximating Arithmetic Asian Options with Corresponding Geometric Asian Options; Chapter 7. Flexible Arithmetic Asian Options; Chapter 8. Forward-Start Options; Chapter 9. One-Clique Options; Chapter 10. Vanilla Barrier Options; Chapter 11. Exotic Barrier Options; Chapter 12. Lookback Options; Part IV: Correlation/Multiassets Options; Chapter 13. Exchange Options. | |
| 520 | |a 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. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Options (Finance) |x Mathematical models. | |
| 650 | 0 | |a Derivative securities |x Mathematical models. | |
| 650 | 0 | |a Exotic options (Finance) | |
| 650 | 0 | |a Derivative securities. | |
| 650 | 0 | |a Financial instruments. | |
| 650 | 0 | |a Options (Finance) | |
| 650 | 6 | |a Options exotiques (Finances) | |
| 650 | 6 | |a Instruments dérivés (Finances) | |
| 650 | 6 | |a Instruments financiers. | |
| 650 | 6 | |a Options (Finances) | |
| 650 | 6 | |a Options (Finances) |x Modèles mathématiques. | |
| 650 | 6 | |a Instruments dérivés (Finances) |x Modèles mathématiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Options (Finance) |2 fast |0 (OCoLC)fst01046893 | |
| 650 | 7 | |a Financial instruments. |2 fast |0 (OCoLC)fst00924708 | |
| 650 | 7 | |a Exotic options (Finance) |2 fast |0 (OCoLC)fst00918269 | |
| 650 | 7 | |a Derivative securities. |2 fast |0 (OCoLC)fst00891019 | |
| 650 | 7 | |a Derivative securities |x Mathematical models. |2 fast |0 (OCoLC)fst00891026 | |
| 650 | 7 | |a Options (Finance) |x Mathematical models. |2 fast |0 (OCoLC)fst01046899 | |
| 650 | 7 | |a Exotic options |2 gnd | |
| 650 | 1 | 7 | |a Opties. |2 gtt |
| 650 | 1 | 7 | |a Risicobeheersing. |2 gtt |
| 776 | 0 | 8 | |i Print version: |a Zhang, Peter G. |t Exotic options. |d Singapore ; New Jersey : World Scientific, ©1997 |z 981022222X |w (OCoLC)36851298 |
| 856 | 4 | 0 | |u https://ebsco.uam.elogim.com/login.aspx?direct=true&scope=site&db=nlebk&AN=83672 |z Texto completo |
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