EXOTIC OPTIONS: A GUIDE TO SECOND GENERATION OPTIONS

Business & Money

Zhang, Peter G.

Zhang, P. G.

Economics

World Scientific Pub Co Inc

<p>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 the Black-Scholes environment so that comparisons of each type of exotic options with the Black-Scholes model can be made readily. Emphases have been paid to illustrate the ideas of products clearly and show how to use the pricing expressions conveniently. The book contains many pricing formulae and analyses which do not exist in the literature. </p>
<p> The book is suitable for traders, analysts, risk managers, marketers, sales people, professionals in the derivatives industry, and financial professionals in general who have an interest in the concurrent status of the exotic derivatives market. It is also of great interest to professors and graduate students who want to catch up with the ever growing innovation process in the derivatives industry. Scientists, engineers, computer programers, and other professionals may also find the book an efficient way to grasp some financial ideas and connect financial products with mathematical tools.</p>

Exotic Options: A Guide to the Second Generation Options

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Books by Zhang, P. G.

See the best price to sell, buy, or rent books by Zhang, P. G.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

EXOTIC OPTIONS: A GUIDE TO SECOND GENERATION OPTIONS

Exotic Options: A Guide to the Second Generation Options