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An introduction to exotic option pricing /

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs) The author incorporates...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Buchen, Peter
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Boca Raton, FL : CRC Press, ©2012.
Colección:Chapman & Hall/CRC financial mathematics series.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)

MARC

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245 1 3 |a An introduction to exotic option pricing /  |c Peter Buchen. 
260 |a Boca Raton, FL :  |b CRC Press,  |c ©2012. 
300 |a 1 online resource (xvii, 273 pages) :  |b illustrations. 
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504 |a Includes bibliographical references. 
505 0 |a Financial preliminaries -- Mathematical preliminaries -- Gaussian random variables -- Simple exotic options -- Dual expiry options -- Two-asset rainbow options -- Barrier options -- Lookback options -- Asian options -- Exotic multi-options. 
520 3 |a In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs) The author incorporates much of his own unpublished work, including ideas and techniques new to the general quantitative finance community. 
546 |a English. 
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650 0 |a Options (Finance)  |x Prices. 
650 6 |a Options (Finances)  |x Prix. 
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