Exotic options : a guide to second generation options / Peter G. Zhang
Type 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 finance91-02, Game theory, economics, social and behavioral sciences, Research exposition (monographs, survey articles)
62P05, Statistics -- Applications, Applications to actuarial sciences and financial mathematics
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 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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