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.
"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.
Seller: Better World Books, Mishawaka, IN, U.S.A.
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
Seller: Anybook.com, Lincoln, United Kingdom
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
Quantity: 1 available
Seller: California Books, Miami, FL, U.S.A.
Condition: New. Seller Inventory # I-9789810235215
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 2nd edition. 700 pages. 9.75x6.50x1.75 inches. In Stock. Seller Inventory # __9810235216
Quantity: 1 available
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.
Paperback. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-9810235216
Seller: GoldBooks, Denver, CO, U.S.A.
Paperback. Condition: new. New Copy. Customer Service Guaranteed. Seller Inventory # 37J67_59_9810235216
Seller: Revaluation Books, Exeter, United Kingdom
Paperback. Condition: Brand New. 2nd edition. 700 pages. 9.75x6.50x1.75 inches. In Stock. Seller Inventory # x-9810235216
Quantity: 2 available
Seller: moluna, Greven, Germany
Condition: New. 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.InhaltsverzeichnisFrom vanilla to exo. Seller Inventory # 909655960
Quantity: Over 20 available
Seller: AHA-BUCH GmbH, Einbeck, Germany
Taschenbuch. Condition: Neu. Neuware - 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. Seller Inventory # 9789810235215
Quantity: 2 available