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
Tabla de Contenidos:
  • 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.

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