| Description |
1 online resource (xvii, 273 pages) : illustrations. |
| Series |
Chapman & Hall/CRC financial mathematics series |
|
Chapman & Hall/CRC financial mathematics series.
|
| Bibliography |
Includes bibliographical references. |
| Contents |
Financial preliminaries -- Mathematical preliminaries -- Gaussian random variables -- Simple exotic options -- Dual expiry options -- Two-asset rainbow options -- Barrier options -- Lookback options -- Asian options -- Exotic multi-options. |
| Summary |
In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs) The author incorporates much of his own unpublished work, including ideas and techniques new to the general quantitative finance community. |
| Language |
English. |
| Subject |
Options (Finance) -- Prices.
|
|
Options (Finances) -- Prix. |
|
Options (Finance) -- Prices |
| Other Form: |
Print version: Buchen, Peter. Introduction to exotic option pricing. Boca Raton, FL : CRC Press, ©2012 9781420091007 (DLC) 2011049467 (OCoLC)229022663 |
| ISBN |
142009100X (hardback) |
|
9781420091007 |
|
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