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Exotic options : a guide to second generation options / Peter G. Zhang

Auteur principal : Zhang, Peter G., 1963-, AuteurType de document : MonographieLangue : anglais.Pays : Singapour.Éditeur : Singapore : World Scientific Publishing, 1998Description : 1 vol. (XXX-692 p.) ; 26 cmISBN : 9789810235215.Bibliographie : Bibliogr. p. 673-687. Index.Sujet MSC : 91Gxx, Game theory, economics, social and behavioral sciences, Mathematical finance
91-02, Game theory, economics, social and behavioral sciences, Research exposition (monographs, survey articles)
62P05, Statistics -- Applications, Applications to actuarial sciences and financial mathematics
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91 ZHA (Browse shelf) Available 00071-01

This book is a comprehensive presentation of exotic equity options. It consists of 36 chapters grouped into six parts. At the end of each chapter the reader finds questions and exercises on the content covered in that chapter. All closed form pricing formulae and other results are proved either in the text or in an appendix. Most formulae are illustrated by numerical examples. (Zentralblatt)

Bibliogr. p. 673-687. Index

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