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

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

Formato

Libro Físico

Autor

Peter Guangping Zhang

Editorial

World Scientific Publishing Company

Idioma

Inglés

N° páginas

724

Encuadernación

Tapa Blanda

Dimensiones

24.6x16.5x3.8 cm

Peso

1.13 kg.

ISBN

9810235216

ISBN13

9789810235215

N° edición

0002

Categorías

Banca
Inversiones y títulos valores
Matemáticas y sistemas empresariales

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

Peter Guangping Zhang (Autor) · World Scientific Publishing Company · Tapa Blanda

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Reseña del libro "Exotic Options: A Guide to Second Generation Options (2nd Edition) (en Inglés)"

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.