Exotic options : a guide to second generation options / Peter G. Zhang.

By:

Zhang, Peter G

Material type: Text

text

Media type:

computer

Carrier type:

online resource

ISBN:

9812384960
9789812384966
1281869716
9781281869715
9789814532921
9814532924

Subject(s): Genre/Form:

Additional physical formats: Print version:: Exotic options.DDC classification:

332.64/5 21

LOC classification:

HG6024.A3 Z43 1997eb

Other classification:

QK 650

Online resources:

Click here to access online

Contents:

Preface; Acknowledgements; Chapter 1. From Vanilla Options to Exotic Options; Chapter 2. Option Pricing Methodology; Chapter 3. Vanilla Options; Chapter 4. American Options; Chapter 5. Asian Options; Chapter 6. Approximating Arithmetic Asian Options with Corresponding Geometric Asian Options; Chapter 7. Flexible Arithmetic Asian Options; Chapter 8. Forward-Start Options; Chapter 9. One-Clique Options; Chapter 10. Vanilla Barrier Options; Chapter 11. Exotic Barrier Options; Chapter 12. Lookback Options; Part IV: Correlation/Multiassets Options; Chapter 13. Exchange Options.

Summary: This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic options. It includes arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as flexible Asian options with flexible weights to various observations in the average, Asian barrier options, correlation digital options, etc. Most of the analyses in this book are within t.

Item type:

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Home library	Collection	Call number	Materials specified	Status	Date due	Barcode
Electronic-Books	OPJGU Sonepat- Campus	E-Books EBSCO			Available

Includes bibliographical references (pages 659-672) and index.

Print version record.

This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic options. It includes arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as flexible Asian options with flexible weights to various observations in the average, Asian barrier options, correlation digital options, etc. Most of the analyses in this book are within t.

eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - Worldwide

There are no comments on this title.

to post a comment.