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Book Cover
Author Zhang, Peter G.

Title Exotic options : a guide to second generation options / Peter G. Zhang
Edition Second edition
Published Singapore ; River Edge, N.J. : World Scientific, [1998]


Location Call no. Vol. Availability
 MELB  332.645 Zha/Eoa 1998  AVAILABLE
Description xxix, 692 pages : illustrations ; 26 cm
Contents Pt. I. Introduction to Exotic Options and Option Pricing Methodology. Ch. 1. From Vanilla Options to Exotic Options. Ch. 2. Option Pricing Methodology -- Pt. II. Standard Options. Ch. 3. Vanilla Options. Ch. 4. American Options -- Pt. III. Path-Dependent Options. Ch. 5. Asian Options. Ch. 6. Approximating Arithmetic Asian Options with Corresponding Geometric Asian Options. Ch. 7. Flexible Arithmetic Asian Options. Ch. 8. Forward-Start Options. Ch. 9. One-Clique Options. Ch. 10. Vanilla Barrier Options. Ch. 11. Exotic Barrier Options. Ch. 12. Lookback Options -- Pt. IV. Correlation/Multiassets Options. Ch. 13. Exchange Options. Ch. 14. Options Paying the Best/Worst and Cash. Ch. 15. Standard Digital Options and Correlation Digital Options. Ch. 16. Quotient Options. Ch. 17. Product Options and Foreign Domestic Options. Ch. 18. Foreign Equity Options. Ch. 19. Equity-Linked Foreign Exchange Options. Ch. 20. Quanto Options. Ch. 21. Rainbow Options. Ch. 22. Spread Options
Ch. 23. Spread Over the Rainbows. Ch. 24. Dual-Strike Options. Ch. 25. Out-Performance Options. Ch. 26. Alternative Options. Ch. 27. Basket Options. Ch. 28. Pricing Correlation Options With Uncertain Correlation Coefficients -- Pt. V. Other Options. Ch. 29. Package or Hybrid Options. Ch. 30. Nonlinear Payoff Options. Ch. 31. Compound Options. Ch. 32. Chooser Options. Ch. 33. Contingent Premium Options. Ch. 34. Other Exotic Options -- Pt. VI. Hedging Exotic Options and Further Development of Exotic Options. Ch. 35. Hedging Exotic Options. Ch. 36. Further Development -- App. I. Payoff Functions for Various Options -- App. II. Table of Cumulative Function Values of the Standard Normal Distribution
Bibliography Includes bibliographical references (pages 673-687) and index
Subject Exotic options (Finance)
LC no. 98016273
ISBN 9810234821
9810235216 (paperback)