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

Bibliographic Information

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

edited by Israel Nelken

McGraw-Hill, c1996

Available at  / 2 libraries

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Note

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

Description and Table of Contents

Description

"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.

by "Nielsen BookData"

Details

  • NCID
    BA61998036
  • ISBN
    • 1557389047
  • LCCN
    95025296
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    New York
  • Pages/Volumes
    xxii, 362 p.
  • Size
    24 cm.
  • Attached Material
    1 computer disk (3 1/2 in.)
  • Classification
  • Subject Headings
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