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An Introduction to Exotic Option Pricing

By: Peter Buchen (Author)

Manufacture on Demand

Ksh 40,800.00

Format: Hardback or Cased Book

ISBN-13: 9781420091007

Publisher: Taylor & Francis Ltd

Publication Date: Feb 3rd, 2012

Weight: 560 grams

Dimension: 16.20 x 24.20 x 1.90 cms

Category: Stocks & shares

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Emphasizing analytical techniques rather than risk management issues, this book presents an applied mathematics approach to pricing a wide range of standard and exotic options within the Black-Scholes framework. It also covers the perceived complexities surrounding the field of exotic option pricing by deriving each pricing formula in detail.

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