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Exotic Options: A Guide to Second Generation Options (2nd Edition)

Product Image: Exotic Options: A Guide to Second Generation Options (2nd Edition)

Exotic Options: A Guide to Second Generation Options (2nd Edition)

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Description
This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Counter (OTC) market, from digitals, quantos, spread options, lookback options, Asian options, vanilla barrier options, to various types of exotic barrier options and other options. Each type of exotic options is largely written in a separate chapter, beginning with the basic concepts of the products and then moving on to how to price them in closed-form solutions. Many pricing formulae and analyses which have not previously appeared in the literature are included and illustrated with detailed examples. It will be of great interest to traders, marketers, analysts, risk managers, professors, graduate students, and anyone who is interested in what is going on in the rapidly changing financial market.
Product details
Binding:
Paperback
Edition:
2
Number of Pages:
724
Release Date:
1998-06-17
Publication Date:
1998-06-17
Publisher:
World Scientific Publishing Company
Languages:
Original: English
ISBN10:
9810235216
ISBN13:
9789810235215
Weight:
1192 g
Height:
167 cm
Width:
247 cm
Thickness:
45 cm

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The items bear minimal signs of past use, such as light scratches or memories in the form of markings. These signs of wear give the items a charming character and tell stories of their previous owners, while not affecting their functionality.
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