Exotic options : the state of the art
著者
書誌事項
Exotic options : the state of the art
International Thomson Business Press, 1997
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
The derivatives industry has been revolutionized by sophisticated instruments known as exotic options. The market for these derivatives, which are developed by banks to suit the individual requirements of corporations, continues to expand both in volume and complexity. Their misuse has also given rise to controversy and criticism within financial circles. This is a practical and up-to-date guide to the valuation and hedging of standard exotic options. It explores each type of option in detail and should be useful for all those who need clearer practical understanding of this area of high finance.
目次
- American Featured Options, Bryan Thomas
- Asian Options, Edmond Levy
- Lookback/Lookforward Options, Harry Kat and Ronald Heynen
- Barrier/Binary Options, Harry Kat and Ronald Heynen
- Interest Rate Exotics, Lane Hughston and Bjorn Flesaker
- Quanto Structures, Martin Cooper
- Structured Equity Products, Robert Benson
- Conclusions and Developments, Les Clewlow and Chris Strickland
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