Exotic Options: A Guide To Second Generation Options (2nd Edition)
2 Revised edition
Book Details
Format
Paperback / Softback
ISBN-10
9810235216
ISBN-13
9789810235215
Edition
2 Revised edition
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
SG
Country of Publication
GB
Publication Date
Jun 17th, 1998
Print length
724 Pages
Weight
1,058 grams
Dimensions
24.70 x 16.60 x 2.80 cms
Product Classification:
International financeInvestment & securities
Ksh 11,050.00
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Quality
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This is a systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It aims to be an industry standard book on this subject.
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.
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