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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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"This is the most complete conventional option pricing book currently available." -- Nassim Taleb, Derivatives Strategy
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- PublisherWspc
- Publication date1998
- ISBN 10 9810234821
- ISBN 13 9789810234829
- BindingPaperback
- Edition number2
- Number of pages722
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Book Description Paperback. Condition: Brand New. 2nd sub edition. 692 pages. 10.00x7.00x1.75 inches. This item is printed on demand. Seller Inventory # zk9810234821
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