Overview

This is a systematic classification and treatment of essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It aims to be an industry standard book on this subject. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic optics. It includes arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as Asian options with the underlying assets, 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-Schles 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. 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 programmers, and other professionals may also find the book an efficient way to grasp some financial ideas and connect financial products with mathematical tools.

Full Product Details

Author:   Peter Guangping Zhang (Shanghai Bureau Of China Banking & Insurance Regulatory Commission, China)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Edition:   2nd Revised edition
ISBN:  

9789810234829

ISBN 10:   9810234821
Pages:   724
Publication Date:   17 June 1998
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock  
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

From vanilla to exotic options; vanilla options; pricing methodology; packages options; forward-start options; power options; binary options; compound options; pay later options/Boston options/installment options; Asian options; barrier options; lookback options; ladder options; correlation binary options; exchange options; product and ratio options; two-color rainbow options; spread options; outperformance options; currency-translated options; basket options; basket binary options; pricing correlation options with uncertain correlation coefficients; possible further developments.

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