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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, finance, and other social and behavioral sciences - Actuarial science and mathematical finance
91-02, Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance
62P05, Applications of statistics 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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