Exotic Options: A Guide To Second Generation Options (2Nd Edition) - Softcover

Zhang, Peter G

Softcover

ISBN 10: 9810235216 ISBN 13: 9789810235215

Publisher: Wspc, 1998

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.

About this title

Review:

"This is the most complete conventional option pricing book currently available." -- Nassim Taleb, Derivatives Strategy

About this edition

• Publisher: Wspc
• Publication date: 1998
• ISBN 10: 9810235216
• ISBN 13: 9789810235215
• Binding: Paperback
• Edition number: 2
• Number of pages: 722