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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bouzoubaa, Mohamed
Otros Autores: Osseiran, Adel
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken : John Wiley & Sons, 2010.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Exotic Options and Hybrids :  |b a Guide to Structuring, Pricing and Trading. 
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505 0 |a 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. 
505 8 |a 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. 
520 |a 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 astounding rates, the crash of 2008 has revealed that people's understanding of them has not rivalled their spread. Exotic Options and Hybrids is the first book to guide practitioners on how to structure, price and trade modern exotic and hybrid derivatives, without complicating matters with the use o. 
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