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 dimensions:||7.69(w) x 10.01(h) x 0.86(d)|
|Age Range:||18 Years|
Table of Contents1. 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