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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Zhang, Peter G.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore ; New Jersey : World Scientific, ©1997.
Temas:
Options (Finance) > Mathematical models.
Derivative securities > Mathematical models.
Exotic options (Finance)
Derivative securities.
Financial instruments.
Options (Finance)
Options exotiques (Finances)
Instruments dérivés (Finances)
Instruments financiers.
Options (Finances)
Options (Finances) > Modèles mathématiques.
Instruments dérivés (Finances) > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Exotic options
Opties.
Risicobeheersing.
Acceso en línea:Texto completo
Descripción
Sumario: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.
Descripción Física:1 online resource (xvii, 675 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 659-672) and index.
ISBN:9812384960
9789812384966
1281869716
9781281869715
9789814532921
9814532924

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