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An Introduction to Exotic Option Pricing

By Peter Buchen

Product Image: An Introduction to Exotic Option Pricing

An Introduction to Exotic Option Pricing

By Peter Buchen

0 - Default Title
Description
In an easy-to-understand, nontechnical yet mathematically elegant manner, this book shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving PDEs. It develops special pricing techniques based on the no-arbitrage principle and fully derives every price formula for the exotic options. The author incorporates a significant amount of original, previously unpublished material, such as the use of log-volutions and Mellin transforms to solve the Black-Scholes PDE. He also demystifies many esoteric issues underpinning the mathematical treatment of the subject.
Product details
Binding:
Paperback
Edition:
1
Number of Pages:
298
Release Date:
2019-09-05
Publication Date:
2019-09-05
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
0367381729
ISBN13:
9780367381721
GPSR Manufacturer Reference:
[email protected]
Weight:
456 g
Height:
156 cm
Width:
234 cm
Thickness:
16 cm
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