Cover Image

Exotic options : a guide to second generation options /

Main Author: Zhang, Peter G.
Format: Book
Language:English
Published: Singapore ; New Jersey : World Scientific, ©1997.
Subjects:
Options (Finance) > Mathematical models.
Derivative securities > Mathematical models.
Optionsgeschäft > Theorie.
Options exotiques (Finances)
Instruments dérivés (Finances)
Instruments financiers.
Options (Finances)
BUSINESS & ECONOMICS > Investments & Securities > General.
Opties.
Risicobeheersing.
Online Access:http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=83672
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050 4 |a HG6024.A3  |b Z43 1997eb 
100 1 |a Zhang, Peter G. 
245 1 0 |a Exotic options :  |b a guide to second generation options /  |c Peter G. Zhang. 
260 |a Singapore ;  |b World Scientific,  |c ©1997.  |a New Jersey : 
300 |a 1 online resource (xvii, 675 pages) :  |b illustrations 
504 |a Includes bibliographical references (pages 659-672) and index. 
505 0 |a Preface; Acknowledgements; Chapter 1. From Vanilla Options to Exotic Options; Chapter 2. Option Pricing Methodology; Chapter 3. Vanilla Options; Chapter 4. American Options; Chapter 5. Asian Options; Chapter 6. Approximating Arithmetic Asian Options with Corresponding Geometric Asian Options; Chapter 7. Flexible Arithmetic Asian Options; Chapter 8. Forward-Start Options; Chapter 9. One-Clique Options; Chapter 10. Vanilla Barrier Options; Chapter 11. Exotic Barrier Options; Chapter 12. Lookback Options; Part IV: Correlation/Multiassets Options; Chapter 13. Exchange Options. 
650 0 |a Options (Finance)  |x Mathematical models. 
650 0 |a Derivative securities  |x Mathematical models. 
650 4 |a Optionsgeschäft  |x Theorie. 
650 6 |a Options exotiques (Finances) 
650 6 |a Instruments dérivés (Finances) 
650 6 |a Instruments financiers. 
650 6 |a Options (Finances) 
650 7 |a BUSINESS & ECONOMICS  |x Investments & Securities  |x General. 
650 7 |a Derivative securities  |x Mathematical models. 
650 7 |a Options (Finance)  |x Mathematical models. 
650 1 7 |a Opties. 
650 1 7 |a Risicobeheersing. 
856 4 0 |a Exotic options.  |u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=83672 
952 |a CY-NiOUC  |b 5a0464b66c5ad14ac1eebb05  |c 998a  |d 945l  |e -  |t 1  |x m  |z Books 

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