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An introduction to exotic option pricing

Title
An introduction to exotic option pricing / Peter Buchen.
ISBN
9781420091007
142009100X
9781420091007
Published
Boca Raton, FL : CRC Press, ©2012.
Physical Description
1 online resource (xvii, 273 pages) : illustrations.
Local Notes
Access is available to the Yale community.
Access and use
Access restricted by licensing agreement.
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integrations or formally solving partial differential equations (PDEs) The author incorporates much of his own unpublished work, including ideas and techniques new to the general quantitative finance community.
Variant and related titles
O'Reilly Safari. OCLC KB.
Other formats
Print version: Buchen, Peter. Introduction to exotic option pricing. Boca Raton, FL : CRC Press, ©2012
Format
Books / Online
Language
English
Added to Catalog
January 10, 2020
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.
Also listed under
Safari Books Online (Firm)
Citation

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