Pricing, hedging, and trading exotic options : understand the intricacies of exotic options and how to use them to maximize advantage
著者
書誌事項
Pricing, hedging, and trading exotic options : understand the intricacies of exotic options and how to use them to maximize advantage
（The Irwin library of investment and finance）
McGraw-Hill, 2000
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注記
Index: p. 303-310
内容説明・目次
内容説明
PRICING, HEDGING, AND TRADING EXOTIC OPTIONS is the first all-in-one reference to walk traders and investors through today's exotic options minefield. Devoting a chapter to each of over twenty popular products, it describes in detail:When and where each exotic should be used--or avoided;Practical, step-by-step applications for many types of markets; Pricing methods both with and without the Black-Scholes assumptions; Low-risk, high-potential proprietary trading positions; Techniques for dealers to address the challenges of a one-sided book; Tips for non-dealer financial institutions to use exotics for asset/liability mismatches; Complex yet practical hedge structures to match underlying exposures; In-depth explanation of active versus passive structures. Find out today the different types of exotic options, which types work best for each situation, and step-by-step trading scenarios for over 20 exotics in Israel Nelken's powerhouse PRICING, HEDGING, AND TRADING EXOTIC OPTIONS.
目次
Motivation for Using Exotic Options. Bermudan Options. Binary Options. Contingent Premium Options. Contingent Premium Caps: A Primer. Forward Start Options. Ratchet Options. Chooser Options. Shout Options. Compound Options. Barrier Options. Double-Barrier Options. One-Touch Options. Ladder Options. Asian Options. Lookback Options. Outperformance Options. Correlation and Rainbow Options. Spread Options. Quanto Options. Basket Options. Interest Rate Options. Final Words. Index.
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