Table of Contents: Exotic 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

Table of Contents:

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.