Pricing, hedging, and trading exotic options : understand the intricacies of exotic options and how to use them to maximize advantage
Author(s)
Bibliographic Information
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
Available at / 9 libraries
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
332.645/N3232070496284
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Note
Index: p. 303-310
Description and Table of Contents
Description
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.
Table of Contents
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.
by "Nielsen BookData"
