Exotic Options
Cengage Learning EMEA (Publisher)
Published on 15. April 1997
Book
Hardback
256 pages
978-0-412-63170-2 (ISBN)
Article exhausted; check for reprint
Description
The derivatives industry has been revolutionized by sophisticated instruments known as exotic options. The market for these derivatives, which are developed by banks to suit the individual requirements of corporations, continues to expand both in volume and complexity. Their misuse has also given rise to controversy and criticism within financial circles. This is a practical and up-to-date guide to the valuation and hedging of standard exotic options. It explores each type of option in detail and should be useful for all those who need clearer practical understanding of this area of high finance.
The derivatives industry has been revolutionized by sophisticated instruments known as exotic options. The market for these derivatives, which are developed by banks to suit the individual requirements of corporations, continues to expand both in volume and complexity. Their misuse has also given rise to controversy and criticism within financial circles. This is a practical and up-to-date guide to the valuation and hedging of standard exotic options. It explores each type of option in detail and should be useful for all those who need clearer practical understanding of this area of high finance.
The derivatives industry has been revolutionized by sophisticated instruments known as exotic options. The market for these derivatives, which are developed by banks to suit the individual requirements of corporations, continues to expand both in volume and complexity. Their misuse has also given rise to controversy and criticism within financial circles. This is a practical and up-to-date guide to the valuation and hedging of standard exotic options. It explores each type of option in detail and should be useful for all those who need clearer practical understanding of this area of high finance.
More details
Language
English
Place of publication
London
United Kingdom
Target group
College/higher education
Professional and scholarly
Illustrations
15 line illustrations
Dimensions
Height: 246 mm
Width: 189 mm
Weight
333 gr
ISBN-13
978-0-412-63170-2 (9780412631702)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Les Clewlow | Chris Strickland
EXOTIC OPTIONS
Book
12/1997
Cengage Learning EMEA
€280.78
Article is exhausted; no reprint
Content
American Featured Options, Bryan Thomas; Asian Options, Edmond Levy; Lookback/Lookforward Options, Harry Kat and Ronald Heynen; Barrier/Binary Options, Harry Kat and Ronald Heynen; Interest Rate Exotics, Lane Hughston and Bjorn Flesaker; Quanto Structures, Martin Cooper; Structured Equity Products, Robert Benson; Conclusions and Developments, Les Clewlow and Chris Strickland