The handbook of exotic options : instruments, analysis, and applications

書誌事項

The handbook of exotic options : instruments, analysis, and applications

edited by Israel Nelken

McGraw-Hill, c1996

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注記

Includes bibliographical references and index

System requirements for accompanying computer disk: IBM PC or compatible system; Microsoft Windows 3.1

Computer disk in pocket attached to inside front cover

内容説明・目次

内容説明

"The Handbook of Exotic Options" is the first book to explain the theoretical foundations, structures, and applications of these exciting new instruments. Edited by Israel Nelken, one of the foremost experts in the field, this handbook provides an in-depth explanation of the latest uses of exotic options by institutional investors and corporate treasurers, as well as the latest thinking on advanced topics. Readers will find valuable discussions of: options theory, volatility, and pricing; the Brownian Motion and the Black Scholes Model; and risk management applications of exotic options.

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詳細情報

  • NII書誌ID(NCID)
    BA61998036
  • ISBN
    • 1557389047
  • LCCN
    95025296
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    New York
  • ページ数/冊数
    xxii, 362 p.
  • 大きさ
    24 cm.
  • 付属資料
    1 computer disk (3 1/2 in.)
  • 分類
  • 件名
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