Exotic options: a guide to second generation options / Peter G. Zhang

Auteur: Zhang, Peter G. (1963-) - AuteurType de document: MonographieLangue: anglaisPays: SingapourÉditeur: Singapore : World Scientific Publishing, 1998Description: 1 vol. (XXX-692 p.) ; 26 cm ISBN: 9789810235215 ; br. Note: This book is a comprehensive presentation of exotic equity options. It consists of 36 chapters grouped into six parts. At the end of each chapter the reader finds questions and exercises on the content covered in that chapter. All closed form pricing formulae and other results are proved either in the text or in an appendix. Most formulae are illustrated by numerical examples. (Zentralblatt)Bibliographie: Bibliogr. p. 673-687. Index. Sujets MSC: 91Gxx Game theory, economics, social and behavioral sciences -- Mathematical finance
91-02 Game theory, economics, social and behavioral sciences -- Research exposition (monographs, survey articles)
62P05 Statistics -- Applications -- Applications to actuarial sciences and financial mathematics
Location Call Number Status Date Due
Salle R 00071-01 / 91 ZHA (Browse Shelf) Available

This book is a comprehensive presentation of exotic equity options. It consists of 36 chapters grouped into six parts. At the end of each chapter the reader finds questions and exercises on the content covered in that chapter. All closed form pricing formulae and other results are proved either in the text or in an appendix. Most formulae are illustrated by numerical examples. (Zentralblatt)

Bibliogr. p. 673-687. Index

There are no comments for this item.

Log in to your account to post a comment.
Languages: English | Français | |