Pricing, Hedging, and Trading Exotic Options: Understand the Intricacies of Exotic Options and How to Use Them to Maximum Advantage (Irwin Library of Investment & Finance)
Author(s)
Nelken, Israel
Nelken, Israel
1. Motivation For Using Exotic Options -- 2. Bermudan Options -- 3. Binary Options -- 4. Contingent Premium Options -- 5. Contingent Premium Caps: A Primer -- 6. Forward Start Options -- 7. Ratchet Options -- 8. Chooser Options -- 9. Shout Options -- 10. Compound Options -- 11. Barrier Options -- 12. Double-barrier Options -- 13. One-touch Options -- 14. Ladder Options -- 15. Asian Options -- 16. Lookback Options -- 17. Outperformance Options -- 18. Correlation And Rainbow Options -- 19. Spread Options -- 20. Quanto Options -- 21. Basket Options -- 22. Interest Rate Options -- 23. Final Words. Israel Izzy Nelken. Includes Index.
Keywords
Exotic options (Finance), HG6024.A3 N455 2000, 332.64/5
Exotic options (Finance), HG6024.A3 N455 2000, 332.64/5
Name in long format: | Pricing, Hedging, and Trading Exotic Options: Understand the Intricacies of Exotic Options and How to Use Them to Maximum Advantage (Irwin Library of Investment & Finance) |
---|---|
ISBN-10: | 007047236X |
ISBN-13: | 9780070472365 |
Book pages: | 256 |
Book language: | en |
Binding: | Hardcover |
Publisher: | McGraw-Hill |
Dimensions: | Height: 9.5 Inches, Length: 6.25 Inches, Width: 1.5 Inches |