Exotic Options: The State of the Art

Exotic Options: The State of the Art

by Les Clewlow, C. Strickland

Hardcover

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Overview

Exotic Options: The State of the Art by Les Clewlow, C. Strickland

The over-the-counter market in exotic options continues to expand both in volume and complexity. This book brings together leading international experts in an authoritative, practical and up-to-date guide to the valuation and hedging of standard exotic options. It is the first to explore each type of option in detail and will be the definitive handbook for all those who need clearer practical understanding of these sophisticated instruments.

Product Details

ISBN-13: 9780412631702
Publisher: Cengage Learning
Publication date: 06/01/1997
Pages: 256
Product dimensions: 7.69(w) x 10.01(h) x 0.86(d)
Age Range: 18 Years

Table of Contents

1. Introduction Les Clewlow and Chris Strickland 2. American Featured Options Bryan Thomas 3. Asian Options Edmond Levy 4. Lookback/Lookforward Options Harry Kat and Ronald Heynen 5. Barrier/Binary Options Harry Kat and Ronald Heynen 6. Multi-asset Options 7. Interest Rate Exotics Lane Hughston and Bjorn Flesaker 8. Quanto Structures Martin Cooper 9. Structured Equity Products Robert Benson 10. Conclusions and Developments Les Clewlow and Chris Strickland

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