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eBook Exotic Options: A Guide to the Second Generation Options ePub

by P. G. Zhang,Peter G. Zhang

eBook Exotic Options: A Guide to the Second Generation Options ePub
Author: P. G. Zhang,Peter G. Zhang
Language: English
ISBN: 9810222238
ISBN13: 978-9810222239
Publisher: World Scientific Pub Co Inc (December 1, 1996)
Pages: 696
Category: Investing
Subcategory: Perfomance
Rating: 4.8
Votes: 505
Formats: txt lrf mobi lrf
ePub file: 1855 kb
Fb2 file: 1748 kb

I read the first draft of this book and I like to talk to the author Peter Zhang. If any one has his e-mail please let me know, thanks.

I note some mistakes in the two first parts of your book. Page 8: In the table. I read the first draft of this book and I like to talk to the author Peter Zhang. It is the second time to send the e-mail request. One person found this helpful.

Dr Peter G Zhang is one of the youngest member in the International Association of Financial Engineers. 2. Two many mistakes in numerical examples, formulas, and even theorems !!, actually damaging the quality of the book

Dr Peter G Zhang is one of the youngest member in the International Association of Financial Engineers. He received a joint degree in economics and finance from the Southern Methodist University with a thesis on the effects of the trade in derivatives on the markets for the underlying equities. Two many mistakes in numerical examples, formulas, and even theorems !!, actually damaging the quality of the book.

This is the first systematic and extensive book on exotic options has been added to your Cart.

This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Counter (Otc) market has been added to your Cart.

Peter Guangping Zhang. This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market.

Details (if other): Cancel. Thanks for telling us about the problem. Exotic Options: A Guide to Second Generation Options. by. Peter G. Shang, Peter G. Zhang.

oceedings{Zhang1996ExoticOA, title {Exotic Options: A Guide to Second Generation Options}, author {P This is the first systematic and extensive book on exotic options.

oceedings{Zhang1996ExoticOA, title {Exotic Options: A Guide to Second Generation Options}, author {P. G. Zhang}, year {1996} }. P. This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Counter (OTC) market, from digitals, quantos, spread options, lookback options, Asian options, vanilla barrier options, to various types of exotic barrier options and other options. Each type of exotic options is largely written in a separate chapter, beginning with the basic concepts of the products and then moving on to how to price the. ONTINUE READING.

Exotic Options:A Guide to Second Generation Options," World Scientific Books, World Scientific Publishing Co. Pte. Lt. number 3800, November. Handle: RePEc:wsi:wsbook:3800. as. HTML HTML with abstract plain text plain text with abstract BibTeX RIS (EndNote, RefMan, ProCite) ReDIF JSON. Download full text from publisher.

Like rainbow options basket options are most commonly written on a basket of equity indices, though they are . Zhang, Peter G.

Like rainbow options basket options are most commonly written on a basket of equity indices, though they are frequently written on a basket of individual equities as well. For example, a call option could be written on a basket of ten healthcare stocks, where the basket was composed of ten stocks in weighted proportions. University of California at Berkeley, 1991. Smile Pricing Explained.

This book provides the first systematic classification and treatment to essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic options. It includes arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as flexible Asian options with flexible weights to various observations in the average, Asian barrier options, correlation digital options, etc. Most of the analyses in this book are within the Black-Scholes environment so that comparisons of each type of exotic options with the Black-Scholes model can be made readily. Emphases have been paid to illustrate the ideas of products clearly and show how to use the pricing expressions conveniently. The book contains many pricing formulae and analyses which do not exist in the literature.

The book is suitable for traders, analysts, risk managers, marketers, sales people, professionals in the derivatives industry, and financial professionals in general who have an interest in the concurrent status of the exotic derivatives market. It is also of great interest to professors and graduate students who want to catch up with the ever growing innovation process in the derivatives industry. Scientists, engineers, computer programers, and other professionals may also find the book an efficient way to grasp some financial ideas and connect financial products with mathematical tools.

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