Synopsis
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.
"synopsis" may belong to another edition of this title.
Review
"This is the most complete conventional option pricing book currently available." -- Nassim Taleb, Derivatives Strategy
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Exotic Options: A Guide To Second Generation Options...
Stock Image
Exotic Options: A Guide To Second Generation Options (2Nd Edition)
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Fair. 2nd ed. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way. Seller Inventory # 9810235216-7-1
Stock Image
Exotic Options: A Guide To Second Generation Options (2Nd Edition)
Seller: medimops, Berlin, Germany
Seller rating 5 out of 5 stars
Condition: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Seller Inventory # M09810235216-G
Buy Used
US$ 8.44
US$ 11.66 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: 1 available
Stock Image
Exotic Options : A Guide to Second Generation Options
Published by
World Scientific Publishing Co Pte Ltd, 1998
ISBN 10: 9810235216
ISBN 13: 9789810235215
Used
Softcover
Seller: Better World Books, Mishawaka, IN, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Seller Inventory # 56747607-6
Stock Image
Exotic Options: Guide to Second Generation Options
Published by
World Scientific Publishing Co P, 1998
ISBN 10: 9810235216
ISBN 13: 9789810235215
Used
Paperback
Seller: Greener Books, London, United Kingdom
Seller rating 4 out of 5 stars
Paperback. Condition: Used; Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence! Greener Books. Seller Inventory # mon0001797526
Buy Used
US$ 10.54
US$ 21.52 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
Exotic Options: A Guide to Second Generation Options
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Has highlighter markings. In poor condition, suitable as a reading copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1300grams, ISBN:9789810235215. Seller Inventory # 9516696
Buy Used
US$ 38.07
US$ 18.30 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
Exotic Options: A Guide To Second Generation Options (2Nd Edition)
Seller: GoldBooks, Denver, CO, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. New Copy. Customer Service Guaranteed. Seller Inventory # 37J67_59_9810235216
Stock Image
EXOTIC OPTIONS: A GUIDE TO SECOND GENERATION OPTIONS (2ND EDITION)
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEOCT25-388838
Stock Image
Exotic Options: A Guide to Second Generation Options
Published by
World Scientific Pub Co Inc, 1998
ISBN 10: 9810235216
ISBN 13: 9789810235215
New
Paperback
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 2nd edition. 700 pages. 9.75x6.50x1.75 inches. In Stock. Seller Inventory # __9810235216
Buy New
US$ 84.54
US$ 20.18 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available
Stock Image
Exotic Options: A Guide To Second Generation Options (2Nd Edition)
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-9810235216
Stock Image
Exotic Options: A Guide to Second Generation Options
Published by
World Scientific Pub Co Inc, 1998
ISBN 10: 9810235216
ISBN 13: 9789810235215
New
Paperback
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 2nd edition. 700 pages. 9.75x6.50x1.75 inches. In Stock. Seller Inventory # zk9810235216
Buy New
US$ 116.61
US$ 20.18 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: 1 available