| 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) |
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