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You are here: - Exotic Options -

Exotic Options The State Of The Art By: Les Clewlow, Chris Strickland Normal price: 119 Our price: 107.1 + postage Bargain: save £11.9 ! Product code: 3531 ISBN: 1861523211 232 pages Format: Hb Published by: ITBP, 1997, 1st edition There are no reviews available for this book Description of Exotic Options The over-the-counter market in exotic is continuing to expand both in volume and complexity. However, the benefits can only be realised by those who understand the fundamentals of pricing and hedging the instruments, and the potential risks involved. This book brings together leading international experts to provide an authoritative, practical and up-to-date guide to standard exotic options. Each chapter examines a particular type of option in detail explaining: - origins of the instrument - uses of the instrument - exact continuous time valuation in a Black-Scholes world - approximations leading to continuous time valuation - numerical approaches to valuation - hedging using formulae and numerical methods - problem relating the above methods to the real instrument The book is essential reading for derivatives industry professionals, investors, end users and anyone who requires a clearer practical understanding of thee sophisticated instruments. Exotic Options - Chapter headings 1. Introduction 2. Structured Equity Products 3. American Featured Options 4. Asian Options 5. Lookback Options 6. Barrier Options 7. Quanto Structures 8. Pricing Interest Rate Exotics using Term Structure Consistent Short rate Trees 9. Exotic Interest Rate Options